Uses of Record Class
com.quantfinlib.pricing.SviSlice

Packages that use SviSlice

Package	Description
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.

Uses of SviSlice in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return SviSlice

Modifier and Type	Method	Description
static SviSlice	SviSlice.calibrate(double[] k, double[] w, double[] weights)	Calibrates a slice to total-variance quotes with the butterfly penalty on.
static SviSlice	SviSlice.calibrate(double[] k, double[] w, double[] weights, boolean butterflyPenalty)	Calibrates a slice; butterflyPenalty adds residuals SviSlice.BUTTERFLY_PENALTY·min(g, 0) on a 121-point grid over [min k − 0.5, max k + 0.5].
SviSlice	SsviSurface.slice(double t)	The raw SVI slice equal to this surface at expiry t (Gatheral-Jacquier 2014, section 4): a = θ(1−ρ²)/2, b = θφ/2, m = −ρ/φ, σ = √(1−ρ²)/φ.
SviSlice	SviSurface.slice(int i)

Constructors in com.quantfinlib.pricing with parameters of type SviSlice

Modifier	Constructor	Description
	SviSurface(double[] expiries, SviSlice[] slices, double spot, double rate, double carry)