FxSmileSection Class Reference

#include <qle/termstructures/fxsmilesection.hpp>

Inheritance diagram for FxSmileSection:

Public Member Functions
	FxSmileSection (Real spot, Real rd, Real rf, Time t)
virtual Volatility	volatility (Real strike) const =0
DiscountFactor	domesticDiscount () const
DiscountFactor	foreignDiscount () const

Protected Attributes
Real	spot_
Real	rd_
Real	rf_
Time	t_

Detailed Description

FX SmileSection