Add single-section constructor + tests to PiecewiseBlackVarianceSurface#2478
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lballabio merged 1 commit intolballabio:masterfrom Mar 13, 2026
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Supersedes #2471.
Adds a convenience single-section constructor.
Tests include single-section construction, SABR equivalence vs SABRVolTermStructure (whose functionality can now be reproduced by wrapping a SabrSmileSection, avoiding the SABR formula duplication), SVI smile reproduction, and an end-to-end local-vol FD pricing pipeline from parametric smiles, demonstrating the SmileSection -> BlackVolTermStructure -> LocalVolSurface bridge.