Uses of Interface
com.quantfinlib.pricing.TotalVarianceSurface

Packages that use TotalVarianceSurface

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

Uses of TotalVarianceSurface in com.quantfinlib.pricing

Classes in com.quantfinlib.pricing that implement TotalVarianceSurface

Modifier and Type	Class	Description
final class	SsviSurface	Surface SVI (Gatheral and Jacquier 2014, "Arbitrage-free SVI volatility surfaces", Quantitative Finance 14(1), definition 4.1):
final class	SviSurface	A surface of raw SVI slices (SviSlice), one per pillar expiry, interpolated linearly in total variance at fixed log-moneyness k = ln(K/F(t)).

Methods in com.quantfinlib.pricing that return TotalVarianceSurface

Modifier and Type	Method	Description
TotalVarianceSurface	DupireLocalVol.surface()

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

Modifier	Constructor	Description
	DupireLocalVol(TotalVarianceSurface surface)