#include <ql/termstructures/volatility/atmadjustedsmilesection.hpp>

Inheritance diagram for AtmAdjustedSmileSection:

Collaboration diagram for AtmAdjustedSmileSection:

Public Member Functions
	AtmAdjustedSmileSection (const ext::shared_ptr< SmileSection > &source, Real atm=Null< Real >(), bool recenterSmile=false)

Real	minStrike () const override

Real	maxStrike () const override

Real	atmLevel () const override

const Date &	exerciseDate () const override

Time	exerciseTime () const override

const DayCounter &	dayCounter () const override

const Date &	referenceDate () const override

VolatilityType	volatilityType () const override

Rate	shift () const override

Real	optionPrice (Rate strike, Option::Type type=Option::Call, Real discount=1.0) const override

Real	digitalOptionPrice (Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const override

Real	vega (Rate strike, Real discount=1.0) const override

Real	density (Rate strike, Real discount=1.0, Real gap=1.0E-4) const override

Public Member Functions inherited from SmileSection
	SmileSection (const Date &d, DayCounter dc=DayCounter(), const Date &referenceDate=Date(), VolatilityType type=ShiftedLognormal, Rate shift=0.0)

	SmileSection (Time exerciseTime, DayCounter dc=DayCounter(), VolatilityType type=ShiftedLognormal, Rate shift=0.0)

	SmileSection ()=default

	~SmileSection () override=default

void	update () override

virtual Real	minStrike () const =0

virtual Real	maxStrike () const =0

Real	variance (Rate strike) const

Volatility	volatility (Rate strike) const

virtual Real	atmLevel () const =0

virtual const Date &	exerciseDate () const

virtual VolatilityType	volatilityType () const

virtual Rate	shift () const

virtual const Date &	referenceDate () const

virtual Time	exerciseTime () const

virtual const DayCounter &	dayCounter () const

virtual Real	optionPrice (Rate strike, Option::Type type=Option::Call, Real discount=1.0) const

virtual Real	digitalOptionPrice (Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const

virtual Real	vega (Rate strike, Real discount=1.0) const

virtual Real	density (Rate strike, Real discount=1.0, Real gap=1.0E-4) const

Volatility	volatility (Rate strike, VolatilityType type, Real shift=0.0) const

Public Member Functions inherited from Observable
	Observable ()

	Observable (const Observable &)

Observable &	operator= (const Observable &)

	Observable (Observable &&)=delete

Observable &	operator= (Observable &&)=delete

virtual	~Observable ()=default

void	notifyObservers ()

Public Member Functions inherited from Observer
	Observer ()=default

	Observer (const Observer &)

Observer &	operator= (const Observer &)

virtual	~Observer ()

std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)

void	registerWithObservables (const ext::shared_ptr< Observer > &)

Size	unregisterWith (const ext::shared_ptr< Observable > &)

void	unregisterWithAll ()

virtual void	update ()=0

virtual void	deepUpdate ()

Protected Member Functions
Real	varianceImpl (Rate strike) const override

Volatility	volatilityImpl (Rate strike) const override

Protected Member Functions inherited from SmileSection
virtual void	initializeExerciseTime () const

virtual Real	varianceImpl (Rate strike) const

virtual Volatility	volatilityImpl (Rate strike) const =0