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interpolatedsmilesection.hpp
Langue: en
Version: 379171 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/interpolatedsmilesection.hpp -Interpolated smile section class.
SYNOPSIS
#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>
Detailed Description
Interpolated smile section class.
Author
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