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 <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	SpreadedSmileSection2

Namespaces
namespace	QuantExt

Detailed Description

smile section with linear interpolated vol spreads

Definition in file spreadedsmilesection2.hpp.