SmileSection (3) Linux Manual Page

ql/termstructures/volatility/smilesection.hpp – Smile section base class.

Synopsis

#include <ql/patterns/observable.hpp>

#include <ql/time/date.hpp>

#include <ql/time/daycounters/actual365fixed.hpp>

#include <ql/utilities/null.hpp>

#include <vector>

Classes

class SmileSection
interest rate volatility smile section

Detailed Description

Smile section base class.

Author

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