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Reference manual - version qle_version
Public Member Functions | Protected Member Functions | List of all members
SpreadedSmileSection Class Reference
+ Inheritance diagram for SpreadedSmileSection:

Public Member Functions

 SpreadedSmileSection (const boost::shared_ptr< SmileSection > &underlyingSection, const Handle< Quote > &spread)
 
 SpreadedSmileSection (const boost::shared_ptr< QuantLib::SpreadedSmileSection > &underlyingSection)
 

Protected Member Functions

Volatility volatilityImpl (Rate strike) const override