C# (CSharp) ImpliedVolSurface.getVolSurfaceType Examples

Example #1

File: ExtensionFunctions.cs Project: stepinto163/Qdp

 public static VolSurfMktData ToVolSurfMktData(this ImpliedVolSurface volSurface, string id)
 {
     return(new VolSurfMktData(id, volSurface.RowGrid, volSurface.ColGrid, volSurface.ValueOnGrids, volSurface.getInterpolationMethod(), volSurface.getVolSurfaceType()));
 }