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| SimpleDeltaInterpolatedSmile (const Real spot, const Real domDisc, const Real forDisc, const Real expiryTime, const std::vector< Real > &deltas, const std::vector< Real > &putVols, const std::vector< Real > &callVols, const Real atmVol, const DeltaVolQuote::DeltaType dt, const DeltaVolQuote::AtmType at, const BlackVolatilitySurfaceBFRR::SmileInterpolation smileInterpolation, const Real accuracy=1E-6, const Size maxIterations=1000) |
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Real | volatility (const Real strike) |
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Real | volatilityAtSimpleDelta (const Real simpleDelta) |
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Real | strikeFromDelta (const Option::Type type, const Real delta, const DeltaVolQuote::DeltaType dt) |
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Real | atmStrike (const DeltaVolQuote::DeltaType dt, const DeltaVolQuote::AtmType at) |
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Real | simpleDeltaFromStrike (const Real strike) const |
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BlackVolatilitySurfaceBFRR::SmileInterpolation | smileInterpolation () const |
