ConstantSpreadSmileSection Class Reference

Inheritance diagram for ConstantSpreadSmileSection:

Public Member Functions
	ConstantSpreadSmileSection (const Handle< SwaptionVolatilityStructure > &atm, const Handle< SwaptionVolatilityStructure > &cube, const Real optionTime, const Real swapLength)
Rate	minStrike () const override
Rate	maxStrike () const override
Rate	atmLevel () const override

Protected Member Functions
Volatility	volatilityImpl (Rate strike) const override