SmileSection Class Reference

interest rate volatility smile section More...

#include <ql/termstructures/volatility/smilesection.hpp>

Inheritance diagram for SmileSection:

List of all members.

Public Member Functions

 SmileSection (const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date())
 SmileSection (Time exerciseTime, const DayCounter &dc=DayCounter())
virtual void update ()
virtual Real minStrike () const =0
virtual Real maxStrike () const =0
Real variance (Rate strike) const
Volatility volatility (Rate strike) const
virtual Real atmLevel () const =0
const DateexerciseDate () const
const DatereferenceDate () const
Time exerciseTime () const
const DayCounterdayCounter () const

Protected Member Functions

virtual void initializeExerciseTime () const
virtual Real varianceImpl (Rate strike) const
virtual Volatility volatilityImpl (Rate strike) const =0

Detailed Description

interest rate volatility smile section

This abstract class provides volatility smile section interface


Member Function Documentation

virtual void update ( ) [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.