Uses of Class
com.quantfinlib.pricing.VolSurface

Packages that use VolSurface

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

Uses of VolSurface in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return VolSurface

Modifier and Type	Method	Description
VolSurface	VolSurface.Builder.build()

Methods in com.quantfinlib.pricing with parameters of type VolSurface

Modifier and Type	Method	Description
static double	DigitalOption.cashOrNothingSkewAdjusted(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, VolSurface surface, double timeYears, double payout)	Skew-adjusted cash-or-nothing with vol and slope read from a VolSurface.