sabrinterpolatedsmilesection.hpp

Langue: en

Version: 375475 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp -

Interpolated smile section class.

SYNOPSIS


#include <ql/handle.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/math/interpolations/sabrinterpolation.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Detailed Description

Interpolated smile section class.

Author

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