SmileSectionUtils Class Reference

smile-section utilities More...

#include <ql/experimental/models/smilesectionutils.hpp>

Public Member Functions

 SmileSectionUtils (const SmileSection &section, const std::vector< Real > &moneynessGrid=std::vector< Real >(), const Real atm=Null< Real >())
 
const std::pair< Real, RealarbitragefreeRegion () const
 
const std::pair< Size, SizearbitragefreeIndices () const
 
const std::vector< Real > & moneyGrid () const
 
const std::vector< Real > & strikeGrid () const
 
const std::vector< Real > & callPrices () const
 
const Real atmLevel () const
 

Detailed Description

smile-section utilities