QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Interpolated smile section class. More...
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructure.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | InterpolatedSmileSection< Interpolator > |
Namespaces | |
namespace | QuantLib |
Interpolated smile section class.
Definition in file interpolatedsmilesection.hpp.