Uses of Class
com.quantfinlib.pricing.VolSurface.Builder

Packages that use VolSurface.Builder

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

Uses of VolSurface.Builder in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return VolSurface.Builder

Modifier and Type	Method	Description
VolSurface.Builder	VolSurface.Builder.add(double expiryYears, double strike, double vol)	Adds one pillar quote.
VolSurface.Builder	VolSurface.Builder.addFromPrice(BlackScholes.OptionType type, double marketPrice, double spot, double strike, double rate, double carry, double expiryYears)	Adds a pillar from a market option price via implied-vol inversion.
static VolSurface.Builder	VolSurface.builder()
VolSurface.Builder	VolSurface.Builder.forward(double expiryYears, double forward)	Forward for an expiry.