SpreadedYoYVolatilitySurface Class Reference

Inheritance diagram for SpreadedYoYVolatilitySurface:

Public Member Functions
	SpreadedYoYVolatilitySurface (const Handle< YoYOptionletVolatilitySurface > &baseVol, const std::vector< Date > &optionDates, const std::vector< Real > &strikes, const std::vector< std::vector< Handle< Quote >>> &volSpreads)
Rate	minStrike () const override
Rate	maxStrike () const override
Date	maxDate () const override
Time	maxTime () const override
const Date &	referenceDate () const override
void	update () override
void	deepUpdate () override

Protected Member Functions
Volatility	volatilityImpl (Time length, Rate strike) const override
void	performCalculations () const override