public double LocalVol(double maturity, double strike) { double y = Moneyness.Moneyness(maturity, strike); return(Math.Sqrt(LocalVariance.Eval(maturity, y))); }
public double Variance(double maturity, double strike) { var m = Moneyness.Moneyness(maturity, strike); return(VarianceInterpoler.Eval(maturity, m)); }