SpreadedSmileSection Class Reference

#include <qle/termstructures/spreadedsmilesection.hpp>

Inheritance diagram for SpreadedSmileSection:

Collaboration diagram for SpreadedSmileSection:

Public Member Functions
	SpreadedSmileSection (const QuantLib::ext::shared_ptr< SmileSection > &underlyingSection, const Handle< Quote > &spread)
	SpreadedSmileSection (const QuantLib::ext::shared_ptr< QuantLib::SpreadedSmileSection > &underlyingSection)

Protected Member Functions
Volatility	volatilityImpl (Rate strike) const override

Detailed Description

Definition at line 36 of file spreadedsmilesection.hpp.

Constructor & Destructor Documentation

SpreadedSmileSection() [1/2]

SpreadedSmileSection	(	const QuantLib::ext::shared_ptr< SmileSection > &	underlyingSection,
		const Handle< Quote > &	spread
	)

Definition at line 23 of file spreadedsmilesection.cpp.

    : QuantLib::SpreadedSmileSection(underlyingSection, spread) {}

SpreadedSmileSection() [2/2]

SpreadedSmileSection

(

const QuantLib::ext::shared_ptr< QuantLib::SpreadedSmileSection > &

underlyingSection

)

Definition at line 27 of file spreadedsmilesection.cpp.

    : QuantLib::SpreadedSmileSection(*underlyingSection) {}

Member Function Documentation

volatilityImpl()

Volatility volatilityImpl ( Rate  strike ) const

overrideprotected

Definition at line 30 of file spreadedsmilesection.cpp.

                                                            {
    Volatility spreadedVol = QuantLib::SpreadedSmileSection::volatilityImpl(k);
    return std::max(spreadedVol, 0.0);
}