sabrsmilesection.hpp File Reference

sabr smile section class More...

#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <vector>

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Classes
class	SabrSmileSection

Namespaces
namespace	QuantLib

Detailed Description

sabr smile section class

Definition in file sabrsmilesection.hpp.