示例#1
0
 public double InverseCDF(DateTime expiry, double fwd, double p) => VolSurfaceEx.InverseCDFex(this, OriginDate.CalculateYearFraction(expiry, DayCountBasis.Act365F), fwd, p);
示例#2
0
 public double GetVolForAbsoluteStrike(double strike, DateTime expiry, double forward) => GetVolForAbsoluteStrike(strike, OriginDate.CalculateYearFraction(expiry, DayCountBasis.Act365F), forward);