ParametricVolatilitySmileSection Class Reference

Inheritance diagram for ParametricVolatilitySmileSection:

Public Member Functions
	ParametricVolatilitySmileSection (const Real optionTime, const Real swapLength, const Real atmLevel, const boost::shared_ptr< ParametricVolatility > parametricVolatility, const ParametricVolatility::MarketQuoteType outputMarketQuoteType)
Real	minStrike () const override
Real	maxStrike () const override
Real	atmLevel () const override