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@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()); }