Description Usage Arguments Value See Also
Returns the volatility with a bumped up ATM vol levels
1 | bumpVol(vol, bump = 0.01)
|
vol |
Object returned from earlier calibration. Either a quadvol or a sabrvol object. |
bump |
Bump amount. This is added to the ATM vol level |
A volatility object of class quadvol or sabrvol
calibrate
for calibration and models
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