protected GeneralizedBlackScholesProcess GetStochasticProcess(DateTime d, MarkitSurface marketData)
{
// Spot level
Handle <Quote> spotLevel = new Handle <Quote>(new SimpleQuote(marketData.impliedSpot));
// Risk free rate (term structure)
Handle <YieldTermStructure> riskFreeTS = marketData.riskFree_FwdCrv();
// Dividend yield (term structure)
Handle <YieldTermStructure> dividendTS = marketData.dividend_FwdCrv();
// Volatility ATM Forward (term structure)
BlackVarianceCurve atmf_vol_curve = marketData.ATMF_Vol_TS(d);
Handle <BlackVolTermStructure> volatilityTS = new Handle <BlackVolTermStructure>(atmf_vol_curve);
// Return
return(new GeneralizedBlackScholesProcess(spotLevel, dividendTS, riskFreeTS, volatilityTS));
}
