SpreadedOptionletVolatility Class Reference

Inheritance diagram for SpreadedOptionletVolatility:

Public Member Functions
	SpreadedOptionletVolatility (const Handle< OptionletVolatilityStructure > &baseVol, const Handle< Quote > &spread)

Protected Member Functions
OptionletVolatilityStructure interface
boost::shared_ptr< SmileSection >	smileSectionImpl (const Date &d) const override
boost::shared_ptr< SmileSection >	smileSectionImpl (Time optionT) const override
Volatility	volatilityImpl (Time optionTime, Rate strike) const override