|
|
| SpreadedSmileSection2 (const QuantLib::ext::shared_ptr< SmileSection > &base, const std::vector< Real > &volSpreads, const std::vector< Real > &strikes, const bool strikesRelativeToAtm=false, const Real baseAtmLevel=Null< Real >(), const Real simulatedAtmLevel=Null< Real >(), const bool stickyAbsMoney=false) |
| | baseAtmLevel, simulatedAtmLevel are required in some situations, exceptions are thrown if they are not
|
|
Rate | minStrike () const override |
|
Rate | maxStrike () const override |
|
Rate | atmLevel () const override |
