30 const Date& referenceDate,
35 vol_(vol), atmLevel_(atmLevel) {}
44 vol_(vol), atmLevel_(atmLevel) {}
ext::shared_ptr< SimpleQuote > vol_
FlatSmileSection(const Date &d, Volatility vol, const DayCounter &dc, const Date &referenceDate=Date(), Real atmLevel=Null< Rate >(), VolatilityType type=ShiftedLognormal, Real shift=0.0)
interest rate volatility smile section
Real Time
continuous quantity with 1-year units
Real Volatility
volatility