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<title>QuantLib: SmileSection Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a></div>
<h1>SmileSection Class Reference</h1><!-- doxytag: class="QuantLib::SmileSection" --><!-- doxytag: inherits="QuantLib::Observable,QuantLib::Observer" --><code>#include <ql/termstructures/volatility/smilesection.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for SmileSection:</div>
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<p><center><img src="class_quant_lib_1_1_smile_section__inherit__graph.png" border="0" usemap="#_smile_section__inherit__map" alt="Inheritance graph"></center>
<map name="_smile_section__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observables." alt="" coords="5,7,99,33"><area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="123,7,203,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_smile_section-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
interest rate volatility smile section
<p>
This abstract class provides volatility smile section interface <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f20784bdbcd6f66d1ed30f5dd728c5ae"></a><!-- doxytag: member="QuantLib::SmileSection::SmileSection" ref="f20784bdbcd6f66d1ed30f5dd728c5ae" args="(const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date())" -->
</td><td class="memItemRight" valign="bottom"><b>SmileSection</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f1c0e31f86a1b962d54ce1d01a88b1c"></a><!-- doxytag: member="QuantLib::SmileSection::SmileSection" ref="2f1c0e31f86a1b962d54ce1d01a88b1c" args="(Time exerciseTime, const DayCounter &dc=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><b>SmileSection</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> exerciseTime, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_smile_section.html#cd36d7881ea8503d5c5824e7a5ad6c7e">update</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a0b4386bde01c8cc2678dc87489fcd9"></a><!-- doxytag: member="QuantLib::SmileSection::minStrike" ref="1a0b4386bde01c8cc2678dc87489fcd9" args="() const =0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>minStrike</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ede5e93dcaf5b7de1d5ffd4a773cd803"></a><!-- doxytag: member="QuantLib::SmileSection::maxStrike" ref="ede5e93dcaf5b7de1d5ffd4a773cd803" args="() const =0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxStrike</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e6717c9d6e24aa84cc103744067ddcb"></a><!-- doxytag: member="QuantLib::SmileSection::variance" ref="8e6717c9d6e24aa84cc103744067ddcb" args="(Rate strike=Null< Rate >()) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>variance</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> >()) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93ab5cc1937b1a31e4fbf572d70caaac"></a><!-- doxytag: member="QuantLib::SmileSection::volatility" ref="93ab5cc1937b1a31e4fbf572d70caaac" args="(Rate strike=Null< Rate >()) const " -->
<a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatility</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> >()) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad514c538e95aed60e1506fcc2e9d69b"></a><!-- doxytag: member="QuantLib::SmileSection::atmLevel" ref="ad514c538e95aed60e1506fcc2e9d69b" args="() const =0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>atmLevel</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eaddbbb43f8f76d935da4a376ea1ec7c"></a><!-- doxytag: member="QuantLib::SmileSection::exerciseDate" ref="eaddbbb43f8f76d935da4a376ea1ec7c" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>exerciseDate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dd89caf6d5f685c479d266d32cc7146"></a><!-- doxytag: member="QuantLib::SmileSection::exerciseTime" ref="0dd89caf6d5f685c479d266d32cc7146" args="() const " -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>exerciseTime</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="677cd8177f9f43a90321e2a7cea44b00"></a><!-- doxytag: member="QuantLib::SmileSection::dayCounter" ref="677cd8177f9f43a90321e2a7cea44b00" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="36df33ecf49aac057a3e61e7338bb855"></a><!-- doxytag: member="QuantLib::SmileSection::initializeExerciseTime" ref="36df33ecf49aac057a3e61e7338bb855" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>initializeExerciseTime</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="627a878985ca8aa4b53d257c156dfd80"></a><!-- doxytag: member="QuantLib::SmileSection::varianceImpl" ref="627a878985ca8aa4b53d257c156dfd80" args="(Rate strike) const =0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>varianceImpl</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a6ba38c209cad41a5e39bab2b6c5258c"></a><!-- doxytag: member="QuantLib::SmileSection::volatilityImpl" ref="a6ba38c209cad41a5e39bab2b6c5258c" args="(Rate strike) const =0" -->
virtual <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatilityImpl</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike) const =0</td></tr>
<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db6248f14abbc4359e46f7d31532de1a"></a><!-- doxytag: member="QuantLib::SmileSection::SpreadedSmileSection" ref="db6248f14abbc4359e46f7d31532de1a" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>SpreadedSmileSection</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="cd36d7881ea8503d5c5824e7a5ad6c7e"></a><!-- doxytag: member="QuantLib::SmileSection::update" ref="cd36d7881ea8503d5c5824e7a5ad6c7e" args="()" -->
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<td class="memname">virtual void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
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</table>
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<div class="memdoc">
<p>
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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