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| ProxyOptionletVolatility (const QuantLib::Handle< OptionletVolatilityStructure > &baseVol, const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &baseIndex, const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &targetIndex, const QuantLib::Period &baseRateComputationPeriod=0 *QuantLib::Days, const QuantLib::Period &targetRateComputationPeriod=0 *QuantLib::Days, double scalingFactor=1.0) |
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QuantLib::Rate | minStrike () const override |
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QuantLib::Rate | maxStrike () const override |
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QuantLib::Date | maxDate () const override |
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const QuantLib::Date & | referenceDate () const override |
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VolatilityType | volatilityType () const override |
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Real | displacement () const override |
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Calendar | calendar () const override |
