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[QL-10.x][EPIC-10][DEFER] SABR/SmileSection variants: shifted/FlochKennedy SABR, generic XABR, InterpolatedSmileSection, FdSabr #586

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@benbenbang

SABR + SmileSection: deferred variants

Deferred visibly from B3a (#582-585), which ships the core SABR formula + calibration + the SmileSection
trait + SabrSmileSection (the foundation for the B3b swaption vol cube).

Deferred

  • shiftedSabrVolatility (sabr.hpp:84) - the displaced-diffusion SABR (shift != 0); and the
    shift != 0 path on SabrSmileSection.
  • sabrFlochKennedyVolatility (sabr.hpp:94) - the Le Floch-Kennedy expansion.
  • The generic XABRInterpolation<Specs> framework - B3a ports SABRInterpolation as a concrete
    calibration; the generic template + other smile models (SVI, Vanna-Volga, ZABR) are out of scope.
  • InterpolatedSmileSection and the SmileSectionUtils.
  • SmileSection::density / vega if not ported in T3.
  • FdSabr (the PDE SABR model, fdsabr.cpp).
  • SABRInterpolation robustness knobs (errorAccept / useMaxError / dontThrow) if deferred in T2.

Priority: low-medium (the core SABR + smile + calibration are the load-bearing pieces for the cube).
Epic: EPIC-10 #358.

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