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| BlackVolatilitySurfaceAbsolute (Date referenceDate, const std::vector< Date > &dates, const std::vector< std::vector< Real > > &strikes, const std::vector< std::vector< Real > > &strikeQuotes, const DayCounter &dayCounter, const Calendar &calendar, const Handle< Quote > &spot, const Size spotDays, const Calendar spotCalendar, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, const DeltaVolQuote::DeltaType dt=DeltaVolQuote::DeltaType::Spot, const DeltaVolQuote::AtmType at=DeltaVolQuote::AtmType::AtmDeltaNeutral, const Period &switchTenor=2 *Years, const DeltaVolQuote::DeltaType ltdt=DeltaVolQuote::DeltaType::Fwd, const DeltaVolQuote::AtmType ltat=DeltaVolQuote::AtmType::AtmDeltaNeutral, const SmileInterpolation smileInterpolation=SmileInterpolation::Cubic, const bool flatExtrapolation=true) |
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Date | maxDate () const override |
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Real | minStrike () const override |
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Real | maxStrike () const override |
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const std::vector< QuantLib::Date > & | dates () const |
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const std::vector< std::vector< Real > > & | strikes () const |
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const std::vector< std::vector< Real > > & | strikeQuotes () const |
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const Handle< Quote > & | spot () const |
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const Handle< YieldTermStructure > & | domesticTS () const |
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const Handle< YieldTermStructure > & | foreignTS () const |
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DeltaVolQuote::DeltaType | deltaType () const |
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DeltaVolQuote::AtmType | atmType () const |
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const Period & | switchTenor () const |
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DeltaVolQuote::DeltaType | longTermDeltaType () const |
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DeltaVolQuote::AtmType | longTermAtmType () const |
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SmileInterpolation | smileInterpolation () const |
