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Classes | Namespaces

sabrinterpolatedsmilesection.hpp File Reference

Interpolated smile section class. More...

#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>
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Classes

class  QuantLib::SabrInterpolatedSmileSection

Namespaces

namespace  QuantLib

Detailed Description

Interpolated smile section class.

Definition in file sabrinterpolatedsmilesection.hpp.


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