/// <summary> /// /// </summary> /// <param name="expirationAsDate"></param> /// <param name="strike"></param> /// <returns></returns> public double GetValueByExpirationAndStrike(DateTime expirationAsDate, double strike) { var dataPoints = GetDataPoints(); var baseDate = PricingStructureValuation.baseDate.Value; double dimension1 = (expirationAsDate - baseDate).TotalDays / 365.0; return(VolatilitySurfaceHelper.GetValue(dataPoints, dimension1, strike)); }
///<summary> ///</summary> ///<param name="dimension1"></param> ///<param name="dimension2"></param> ///<returns></returns> ///<exception cref="NotImplementedException"></exception> public double GetValue(double dimension1, double dimension2) { var dataPoints = GetDataPoints(); return(VolatilitySurfaceHelper.GetValue(dataPoints, dimension1, dimension2)); }