Exemplo n.º 1
0
 public double GetForwardATMVol(double start, double end) => VolUtils.GetForwardATMVol(start, end, _fwdsInterp.Interpolate(start), _fwdsInterp.Interpolate(end), GetVolForAbsoluteStrike);
Exemplo n.º 2
0
 public double GetVolForDeltaStrike(double deltaStrike, double maturity, double forward) => VolUtils.GetVolForDeltaStrike(deltaStrike, maturity, forward, (k) => GetVolForAbsoluteStrike(k, maturity, forward));