NormalSabrSmileSection Class Reference

Inheritance diagram for NormalSabrSmileSection:

Public Member Functions
	NormalSabrSmileSection (Time timeToExpiry, Rate forward, const std::vector< Real > &sabrParameters)
	NormalSabrSmileSection (const Date &d, Rate forward, const std::vector< Real > &sabrParameters, const DayCounter &dc=Actual365Fixed())
Real	minStrike () const override
Real	maxStrike () const override
Real	atmLevel () const override

Protected Member Functions
Real	varianceImpl (Rate strike) const override
Volatility	volatilityImpl (Rate strike) const override