Package com.opengamma.analytics.financial.model.volatility.smile.function

Examples of com.opengamma.analytics.financial.model.volatility.smile.function.SVIVolatilityFunction

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    _chiSqEps = 1e-4;
  }

  @Override
  VolatilityFunctionProvider<SVIFormulaData> getModel() {
    return new SVIVolatilityFunction();
  }
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Related Classes of com.opengamma.analytics.financial.model.volatility.smile.function.SVIVolatilityFunction

  • com.opengamma.analytics.financial.model.volatility.smile.fitting.SVIModelFitterTest
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