Inheritance diagram for SpreadedSmileSection2:

Public Member Functions
	SpreadedSmileSection2 (const boost::shared_ptr< SmileSection > &base, const std::vector< Real > &volSpreads, const std::vector< Real > &strikes, const bool strikesRelativeToAtm=false, const Real baseAtmLevel=Null< Real >(), const Real simulatedAtmLevel=Null< Real >(), const bool stickyAbsMoney=false)

Rate	minStrike () const override

Rate	maxStrike () const override

Rate	atmLevel () const override

Protected Member Functions
Volatility	volatilityImpl (Rate strike) const override

Constructor & Destructor Documentation

◆ SpreadedSmileSection2()

SpreadedSmileSection2	(	const boost::shared_ptr< SmileSection > &	base,
		const std::vector< Real > &	volSpreads,
		const std::vector< Real > &	strikes,
		const bool	strikesRelativeToAtm = `false`,
		const Real	baseAtmLevel = `Null< Real >()`,
		const Real	simulatedAtmLevel = `Null< Real >()`,
		const bool	stickyAbsMoney = `false`
	)

If stickyAbsMoney = true or if strikes are relative to atm and more than one strike is giv en, the base smile section must provide an ATM level that does not react to changes in the rate levels. Alternatively, baseAtmLevel can be provided.
If stickyAbsMoney = true, simulatedAtmLevel must be provided and represent the ATM level that does react to changes in the rate levels.