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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> </li>
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<!-- doxytag: class="QuantLib::SmileSection" --><!-- doxytag: inherits="QuantLib::Observable,QuantLib::Observer" -->
<p>interest rate volatility smile section
<a href="class_quant_lib_1_1_smile_section.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/smilesection.hpp></code></p>
<div class="dynheader">
Inheritance diagram for SmileSection:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_smile_section__inherit__graph.png" border="0" usemap="#_smile_section_inherit__map" alt="Inheritance graph"/></div>
<map name="_smile_section_inherit__map" id="_smile_section_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="5,6,93,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="117,6,192,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_smile_section-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af20784bdbcd6f66d1ed30f5dd728c5ae"></a><!-- doxytag: member="QuantLib::SmileSection::SmileSection" ref="af20784bdbcd6f66d1ed30f5dd728c5ae" 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" align="right" valign="top"><a class="anchor" id="a2f1c0e31f86a1b962d54ce1d01a88b1c"></a><!-- doxytag: member="QuantLib::SmileSection::SmileSection" ref="a2f1c0e31f86a1b962d54ce1d01a88b1c" args="(Time exerciseTime, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><b>SmileSection</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">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" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_smile_section.html#acd36d7881ea8503d5c5824e7a5ad6c7e">update</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a0b4386bde01c8cc2678dc87489fcd9"></a><!-- doxytag: member="QuantLib::SmileSection::minStrike" ref="a1a0b4386bde01c8cc2678dc87489fcd9" args="() const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>minStrike</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aede5e93dcaf5b7de1d5ffd4a773cd803"></a><!-- doxytag: member="QuantLib::SmileSection::maxStrike" ref="aede5e93dcaf5b7de1d5ffd4a773cd803" args="() const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxStrike</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2cd4ee35012e118552e330c1af05fb2d"></a><!-- doxytag: member="QuantLib::SmileSection::variance" ref="a2cd4ee35012e118552e330c1af05fb2d" args="(Rate strike) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>variance</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98ff7d335a6b6b02e54e67e66c86f20b"></a><!-- doxytag: member="QuantLib::SmileSection::volatility" ref="a98ff7d335a6b6b02e54e67e66c86f20b" args="(Rate strike) const " -->
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatility</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aad514c538e95aed60e1506fcc2e9d69b"></a><!-- doxytag: member="QuantLib::SmileSection::atmLevel" ref="aad514c538e95aed60e1506fcc2e9d69b" args="() const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>atmLevel</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeaddbbb43f8f76d935da4a376ea1ec7c"></a><!-- doxytag: member="QuantLib::SmileSection::exerciseDate" ref="aeaddbbb43f8f76d935da4a376ea1ec7c" 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" align="right" valign="top"><a class="anchor" id="a5662908c63119a3b347a7e0ec8544afa"></a><!-- doxytag: member="QuantLib::SmileSection::referenceDate" ref="a5662908c63119a3b347a7e0ec8544afa" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>referenceDate</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0dd89caf6d5f685c479d266d32cc7146"></a><!-- doxytag: member="QuantLib::SmileSection::exerciseTime" ref="a0dd89caf6d5f685c479d266d32cc7146" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>exerciseTime</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a677cd8177f9f43a90321e2a7cea44b00"></a><!-- doxytag: member="QuantLib::SmileSection::dayCounter" ref="a677cd8177f9f43a90321e2a7cea44b00" 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 colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae4bc9b3e3bb66dbd4ddc2a258b6df07f"></a><!-- doxytag: member="QuantLib::SmileSection::initializeExerciseTime" ref="ae4bc9b3e3bb66dbd4ddc2a258b6df07f" args="() const " -->
virtual void </td><td class="memItemRight" valign="bottom"><b>initializeExerciseTime</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a03f096388f9df77a137b05398316d5eb"></a><!-- doxytag: member="QuantLib::SmileSection::varianceImpl" ref="a03f096388f9df77a137b05398316d5eb" args="(Rate strike) const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>varianceImpl</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa6ba38c209cad41a5e39bab2b6c5258c"></a><!-- doxytag: member="QuantLib::SmileSection::volatilityImpl" ref="aa6ba38c209cad41a5e39bab2b6c5258c" args="(Rate strike) const =0" -->
virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatilityImpl</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const =0</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>interest rate volatility smile section </p>
<p>This abstract class provides volatility smile section interface </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="acd36d7881ea8503d5c5824e7a5ad6c7e"></a><!-- doxytag: member="QuantLib::SmileSection::update" ref="acd36d7881ea8503d5c5824e7a5ad6c7e" args="()" -->
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<table class="memname">
<tr>
<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_smile_section.html#acd36d7881ea8503d5c5824e7a5ad6c7e">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
</div>
<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>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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