Uses of Class
com.quantfinlib.pricing.SviSurface

Packages that use SviSurface

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

Uses of SviSurface in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return SviSurface

Modifier and Type	Method	Description
static SviSurface	SviSurface.calibrate(double spot, double rate, double carry, double[] expiries, double[][] strikes, double[][] vols, double[][] weights)	Fits one SVI slice per expiry (SviSlice.calibrate(double[], double[], double[]), butterfly penalty on) to implied vol quotes.