// below three functions assume time t and strike k is in good region
private double GetFirstDerivativeToTime(double t, double k)
{
double forwardTime = TimeBump.BumpForward(t);
double backwardTime = TimeBump.BumpBackward(t);
return((ImpliedVol.GetValue(forwardTime, k) - ImpliedVol.GetValue(backwardTime, k)) / (forwardTime - backwardTime));
}
private double MaxX()
{
var solidMaxX = ImpliedVol.MaxX();
return(TimeBump.BumpForwardInverse(solidMaxX));
}
private double MinX()
{
var solidMinX = ImpliedVol.MinX();
return(TimeBump.BumpBackwardInverse(solidMinX));
}
