25#ifndef quantlib_atm_smile_section_hpp
26#define quantlib_atm_smile_section_hpp
49 return source_->volatility(strike);
Real atmLevel() const override
Time exerciseTime() const override
const Date & exerciseDate() const override
const Date & referenceDate() const override
Real minStrike() const override
VolatilityType volatilityType() const override
ext::shared_ptr< SmileSection > source_
Volatility volatilityImpl(Rate strike) const override
Real varianceImpl(Rate strike) const override
const DayCounter & dayCounter() const override
Real maxStrike() const override
Rate shift() const override
template class providing a null value for a given type.
interest rate volatility smile section
Real Time
continuous quantity with 1-year units
Real Volatility
volatility
Smile section base class.