20#include <ql/quote.hpp>
21#include <ql/termstructures/volatility/spreadedsmilesection.hpp>
28 : underlyingSection_(
std::move(underlyingSection)), spread_(
std::move(spread)) {
Shared handle to an observable.
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
const Handle< Quote > spread_
SpreadedSmileSection(ext::shared_ptr< SmileSection >, Handle< Quote > spread)
const ext::shared_ptr< SmileSection > underlyingSection_
Volatility volatilityImpl(Rate strike) const override
Real Volatility
volatility