/// <summary>
/// Gets the vol.
/// </summary>
/// <param name="volCurve">The vol curve.</param>
/// <param name="expiry">The expiry.</param>
/// <param name="strike">The strike.</param>
/// <returns></returns>
public double GetVolatility(IVolatilitySurface volCurve, Double expiry,
Double strike)
{
IPoint point = new Point2D(expiry, strike);
var vol = volCurve.Value(point);
return(vol);
}
