ConstantSmileSection Class Reference

#include <qle/termstructures/blackvolsurfacedelta.hpp>

Inheritance diagram for ConstantSmileSection:

Collaboration diagram for ConstantSmileSection:

Public Member Functions
	ConstantSmileSection (const Volatility vol)
	ctor More...
Volatility	volatility (Real strike) const override
Public Member Functions inherited from FxSmileSection
	FxSmileSection ()
	FxSmileSection (Real spot, Real rd, Real rf, Time t)
virtual	~FxSmileSection ()
virtual Volatility	volatility (Real strike) const =0
DiscountFactor	domesticDiscount () const
DiscountFactor	foreignDiscount () const

Inspectors
Volatility	vol_
const Volatility	volatility () const

Additional Inherited Members
Protected Attributes inherited from FxSmileSection
Real	spot_
Real	rd_
Real	rf_
Time	t_

Detailed Description

Definition at line 66 of file blackvolsurfacedelta.hpp.

Constructor & Destructor Documentation

ConstantSmileSection()

ConstantSmileSection

(

const Volatility

vol

)

ctor

Definition at line 69 of file blackvolsurfacedelta.hpp.

: vol_(vol) {}

Member Function Documentation

volatility() [1/2]

Volatility volatility ( Real  strike ) const

overridevirtual

Implements FxSmileSection.

Definition at line 71 of file blackvolsurfacedelta.hpp.

{ return vol_; }

volatility() [2/2]

const Volatility volatility

(

)

const

Definition at line 75 of file blackvolsurfacedelta.hpp.

{ return vol_; }

Member Data Documentation

vol_

Volatility vol_

private

Definition at line 79 of file blackvolsurfacedelta.hpp.