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Reference manual - version qle_version
ParametricVolatilitySmileSection Class Reference
Inheritance diagram for ParametricVolatilitySmileSection:

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