Description Usage Arguments Value See Also Examples
View source: R/vol-surface-class.R
The VolSurface
class is designed to capture implied volatility information
along with information about how to interpolate an implied volatility between nodes.
1 | VolSurface(vol_quotes, interpolation)
|
vol_quotes |
object of class |
interpolation |
Interplation method, given as an object of class
interpolation |
a VolSurface
object
interpolate.VolSurface, build_vol_surface()
1 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.