QuantLib: C:/dev/QuantLib/ql/termstructures/volatility/atmadjustedsmilesection.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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smile section that allows for alternate specification of atm level and recentering the source volatility accordingly More...

#include <ql/termstructures/volatility/smilesection.hpp>

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Classes
class	AtmAdjustedSmileSection

Namespaces
namespace	QuantLib

Detailed Description

smile section that allows for alternate specification of atm level and recentering the source volatility accordingly

Definition in file atmadjustedsmilesection.hpp.