Public Member Functions | |
| ParametricVolatilitySmileSection (const Real optionTime, const Real swapLength, const Real atmLevel, const QuantLib::ext::shared_ptr< ParametricVolatility > parametricVolatility, const ParametricVolatility::MarketQuoteType outputMarketQuoteType, const Real outputLognormalShift=Null< Real >()) | |
| Real | minStrike () const override |
| Real | maxStrike () const override |
| Real | atmLevel () const override |