Uses of Record Class
com.quantfinlib.pricing.VolSurface.CalendarViolation

Packages that use VolSurface.CalendarViolation

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

Uses of VolSurface.CalendarViolation in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return types with arguments of type VolSurface.CalendarViolation

Modifier and Type	Method	Description
List<VolSurface.CalendarViolation>	VolSurface.calendarViolations(int gridPoints)	Calendar-arbitrage scan: for each pair of consecutive quoted expiries, total variance at gridPoints log-moneyness values spanning both smiles' quoted range must not decrease.