QLNet.SwaptionVolatilityMatrix.smileSectionImpl C# (CSharp) 메소드

smileSectionImpl() 보호된 메소드

protected smileSectionImpl ( double optionTime, double swapLength ) : QLNet.SmileSection
optionTime double
swapLength double
리턴 QLNet.SmileSection
        protected override SmileSection smileSectionImpl(double optionTime, double swapLength)
        {
            double atmVol = volatilityImpl(optionTime, swapLength, 0.05);
            return (SmileSection) new FlatSmileSection(optionTime, atmVol, dayCounter());
        }