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| ProxySwaptionVolatility (const QuantLib::Handle< SwaptionVolatilityStructure > &baseVol, boost::shared_ptr< QuantLib::SwapIndex > baseSwapIndexBase, boost::shared_ptr< QuantLib::SwapIndex > baseShortSwapIndexBase, boost::shared_ptr< QuantLib::SwapIndex > targetSwapIndexBase, boost::shared_ptr< QuantLib::SwapIndex > targetShortSwapIndexBase) |
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QuantLib::Rate | minStrike () const override |
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QuantLib::Rate | maxStrike () const override |
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QuantLib::Date | maxDate () const override |
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const QuantLib::Date & | referenceDate () const override |
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QuantLib::VolatilityType | volatilityType () const override |
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QuantLib::Calendar | calendar () const override |
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const QuantLib::Period & | maxSwapTenor () const override |
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