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C# (CSharp) QLNet Utils.sviVolatility Examples
Programming Language:
C# (CSharp)
Namespace/Package Name:
QLNet
Class/Type:
Utils
Method/Function:
sviVolatility
Examples at hotexamples.com:
1
C# (CSharp) QLNet Utils.sviVolatility - 1 examples found
. These are the top rated real world C# (CSharp) examples of
QLNet.Utils.sviVolatility
extracted from open source projects. You can rate examples to help us improve the quality of examples.
Frequently Used Methods
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QL_REQUIRE(30)
QL_FAIL(30)
close(30)
inflationPeriod(19)
blackFormula(16)
close_enough(11)
validateSabrParameters(7)
swap(7)
Get(7)
bachelierBlackFormula(6)
blackFormulaStdDevDerivative(6)
noOption(3)
previousWednesday(3)
liborEOM(3)
liborConvention(3)
inflationYearFraction(3)
toNullable(3)
effectiveFixedRate(3)
blackScholesTheta(3)
blackFormulaImpliedStdDev(3)
bachelierBlackFormulaStdDevDerivative(3)
unsafeSabrVolatility(2)
DividendVector(2)
GetMethodInfo(2)
shiftedSabrVolatility(2)
shiftedSabrNormalVolatility(2)
setCouponPricer(2)
sabrVolatility(2)
checkSviParameters(2)
binomialCoefficientLn(2)
bachelierBlackFormulaImpliedVol(2)
Asinh(2)
euriborConvention(2)
dirtyPriceFromYield(2)
eurliborEOM(2)
BoundedLogGrid(2)
eurliborConvention(2)
euriborEOM(2)
nextWednesday(1)
PeizerPrattMethod2Inversion(1)
PVDifference(1)
modifiedBesselFunction_i(1)
dirtyPriceFromZSpreadFunction(1)
sviTotalVariance(1)
sviVolatility(1)
computeSimplexSize(1)
time2Date(1)
blackFormulaImpliedStdDevChambers(1)
blackFormulaVolDerivative(1)
incompleteBetaFunction(1)
Frequently Used Methods
QL_REQUIRE (30)
QL_FAIL (30)
close (30)
inflationPeriod (19)
blackFormula (16)
close_enough (11)
validateSabrParameters (7)
swap (7)
Get (7)
bachelierBlackFormula (6)
Frequently Used Methods
blackFormulaStdDevDerivative (6)
noOption (3)
previousWednesday (3)
liborEOM (3)
liborConvention (3)
inflationYearFraction (3)
toNullable (3)
effectiveFixedRate (3)
blackScholesTheta (3)
blackFormulaImpliedStdDev (3)
bachelierBlackFormulaStdDevDerivative (3)
unsafeSabrVolatility (2)
DividendVector (2)
GetMethodInfo (2)
shiftedSabrVolatility (2)
shiftedSabrNormalVolatility (2)
setCouponPricer (2)
sabrVolatility (2)
checkSviParameters (2)
binomialCoefficientLn (2)
Frequently Used Methods
bachelierBlackFormulaStdDevDerivative (3)
unsafeSabrVolatility (2)
DividendVector (2)
GetMethodInfo (2)
shiftedSabrVolatility (2)
shiftedSabrNormalVolatility (2)
setCouponPricer (2)
sabrVolatility (2)
checkSviParameters (2)
binomialCoefficientLn (2)
bachelierBlackFormulaImpliedVol (2)
Asinh (2)
euriborConvention (2)
dirtyPriceFromYield (2)
eurliborEOM (2)
BoundedLogGrid (2)
eurliborConvention (2)
euriborEOM (2)
nextWednesday (1)
PeizerPrattMethod2Inversion (1)
PVDifference (1)
modifiedBesselFunction_i (1)
dirtyPriceFromZSpreadFunction (1)
sviTotalVariance (1)
sviVolatility (1)
computeSimplexSize (1)
time2Date (1)
blackFormulaImpliedStdDevChambers (1)
blackFormulaVolDerivative (1)
incompleteBetaFunction (1)
Frequently Used Methods
bachelierBlackFormulaImpliedVol (2)
Asinh (2)
euriborConvention (2)
dirtyPriceFromYield (2)
eurliborEOM (2)
BoundedLogGrid (2)
eurliborConvention (2)
euriborEOM (2)
nextWednesday (1)
PeizerPrattMethod2Inversion (1)
PVDifference (1)
modifiedBesselFunction_i (1)
dirtyPriceFromZSpreadFunction (1)
sviTotalVariance (1)
sviVolatility (1)
computeSimplexSize (1)
time2Date (1)
blackFormulaImpliedStdDevChambers (1)
blackFormulaVolDerivative (1)
incompleteBetaFunction (1)
Example #1
0
Show file
File:
SviInterpolation.cs
Project:
igitur/qlnet
public double volatility(double x) { return(Utils.sviVolatility(x, forward_, t_, params_)); }