SpreadedOptionletVolatility2 Class Reference

Inheritance diagram for SpreadedOptionletVolatility2:

Public Member Functions
	SpreadedOptionletVolatility2 (const Handle< OptionletVolatilityStructure > &baseVol, const std::vector< Date > &optionDates, const std::vector< Real > &strikes, const std::vector< std::vector< Handle< Quote >>> &volSpreads)
BusinessDayConvention	businessDayConvention () const override
Rate	minStrike () const override
Rate	maxStrike () const override
DayCounter	dayCounter () const override
Date	maxDate () const override
Time	maxTime () const override
const Date &	referenceDate () const override
Calendar	calendar () const override
Natural	settlementDays () const override
VolatilityType	volatilityType () const override
Real	displacement () const override
void	update () override
void	deepUpdate () override

Protected Member Functions
boost::shared_ptr< SmileSection >	smileSectionImpl (Time optionTime) const override
Volatility	volatilityImpl (Time optionTime, Rate strike) const override
void	performCalculations () const override