24#ifndef quantlib_spreaded_smile_section_hpp
25#define quantlib_spreaded_smile_section_hpp
Shared handle to an observable.
interest rate volatility smile section
Real atmLevel() const override
const Handle< Quote > spread_
Time exerciseTime() const override
const Date & exerciseDate() const override
const ext::shared_ptr< SmileSection > underlyingSection_
const Date & referenceDate() const override
Real minStrike() const override
VolatilityType volatilityType() const override
Volatility volatilityImpl(Rate strike) const override
const DayCounter & dayCounter() const override
Real maxStrike() const override
Rate shift() const override
Real Time
continuous quantity with 1-year units
Real Volatility
volatility
Globally accessible relinkable pointer.
Smile section base class.