Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-SmileSection-tp13110p13112.html
On Tue, 2009-10-20 at 15:09 +0200, Luigi Ballabio wrote:
> Unless given a shout, I'll
> also fix a couple of other things I've seen in SmileSection, namely, the
> derived SpreadedSmileSection being declared as a friend and the
> SabrSmileSection class being defined in the same file.
Oh---and also smileSection->volatility(Null<Real>()) returning the ATM
volatility [*], when there's a perfectly serviceable atmLevel method
that can be used for writing volatility(atmLevel()).
Luigi
[*] Yes, I know it would be called as smileSection->volatility(), but
that doesn't make much sense either, does it? :)
--
Innovation is hard to schedule.
-- Dan Fylstra
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