25#ifndef quantlib_atm_adjusted_smile_section_hpp
26#define quantlib_atm_adjusted_smile_section_hpp
37 bool recenterSmile =
false);
51 Real discount = 1.0)
const override {
58 Real gap = 1.0e-5)
const override {
Real atmLevel() const override
Real density(Rate strike, Real discount=1.0, Real gap=1.0E-4) const override
Real vega(Rate strike, Real discount=1.0) 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_
Real digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const override
Real adjustedStrike(Real strike) const
Real varianceImpl(Rate strike) const override
const DayCounter & dayCounter() const override
Real optionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0) const override
Real maxStrike() const override
Volatility volatilityImpl(Rate strike) 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.