public double LocalVol(double maturity, double strike)
{
double y = Moneyness.Moneyness(maturity, strike);
return(Math.Sqrt(LocalVariance.Eval(maturity, y)));
}
public double Variance(double maturity, double strike)
{
var m = Moneyness.Moneyness(maturity, strike);
return(VarianceInterpoler.Eval(maturity, m));
}
