atmadjustedsmilesection.hpp File Reference

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

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

Go to the source code of this file.

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.