Package org.jquantlib.termstructures.volatilities

Examples of org.jquantlib.termstructures.volatilities.FlatSmileSection


    @Override
    protected SmileSection smileSectionImpl(final Date d) {

        final double /* Volatility */atmVol = volatility_.currentLink().value();
        return new FlatSmileSection(d, atmVol, dayCounter(), referenceDate());
    }
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    }

    @Override
    protected SmileSection smileSectionImpl(final double optionTime) {
        final double /* Volatility */atmVol = volatility_.currentLink().value();
        return new FlatSmileSection(optionTime, atmVol, dayCounter());
    }
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  @Override
    protected SmileSection smileSectionImpl(/* @Time */final double t) {
    // dummy strike
    final double atmVol = blackCurve.blackVol(t, 0.05, true);
    return new FlatSmileSection(t, atmVol, dayCounter());
  }
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