Interpolated smile section class. More...
#include <ql/termstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
Namespaces | |
namespace | QuantLib |
Interpolated smile section class.