interpolatedsmilesection.hpp File Reference

Interpolated smile section class. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructure.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <utility>

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Classes
class	InterpolatedSmileSection< Interpolator >

Namespaces
namespace	QuantLib

Detailed Description

Interpolated smile section class.

Definition in file interpolatedsmilesection.hpp.