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