QuantLib_SmileSectionUtils man page

SmileSectionUtils — smile-section utilities


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

Public Member Functions

SmileSectionUtils (const SmileSection &section, const std::vector< Real > &moneynessGrid=std::vector< Real >(), const Real atm=Null< Real >(), const bool deleteArbitragePoints=false)

const std::pair< Real, Real > arbitragefreeRegion () const

const std::pair< Size, Size > arbitragefreeIndices () const

const std::vector< Real > & moneyGrid () const

const std::vector< Real > & strikeGrid () const

const std::vector< Real > & callPrices () const

Real atmLevel () const

Detailed Description

smile-section utilities


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

arbitragefreeIndices(3), arbitragefreeRegion(3), callPrices(3), moneyGrid(3), SmileSectionUtils(3) and strikeGrid(3) are aliases of QuantLib_SmileSectionUtils(3).

QuantLib Version 1.8.1 Fri Sep 23 2016