QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
sviinterpolatedsmilesection.hpp File Reference

svi interpolating smile section More...

#include <ql/handle.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/experimental/volatility/sviinterpolation.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

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Classes

class  SviInterpolatedSmileSection
 

Namespaces

namespace  QuantLib
 

Detailed Description

svi interpolating smile section

Definition in file sviinterpolatedsmilesection.hpp.