spreadedsmilesection2.hpp File Reference

smile section with linear interpolated vol spreads More...

#include <ql/math/interpolation.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <boost/shared_ptr.hpp>

Classes
class	SpreadedSmileSection2

Detailed Description

smile section with linear interpolated vol spreads