Coverage Report

Created: 2025-08-05 06:45

/src/quantlib/ql/termstructures/volatility/spreadedsmilesection.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2006 Mario Pucci
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <http://quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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#include <ql/quote.hpp>
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#include <ql/termstructures/volatility/spreadedsmilesection.hpp>
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#include <utility>
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namespace QuantLib {
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    SpreadedSmileSection::SpreadedSmileSection(ext::shared_ptr<SmileSection> underlyingSection,
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                                               Handle<Quote> spread)
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    : underlyingSection_(std::move(underlyingSection)), spread_(std::move(spread)) {
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        registerWith(underlyingSection_);
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        registerWith(spread_);
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    }
Unexecuted instantiation: QuantLib::SpreadedSmileSection::SpreadedSmileSection(boost::shared_ptr<QuantLib::SmileSection>, QuantLib::Handle<QuantLib::Quote>)
Unexecuted instantiation: QuantLib::SpreadedSmileSection::SpreadedSmileSection(boost::shared_ptr<QuantLib::SmileSection>, QuantLib::Handle<QuantLib::Quote>)
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    Volatility SpreadedSmileSection::volatilityImpl(Rate k) const {
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        return underlyingSection_->volatility(k) + spread_->value();
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    }
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}