Package com.opengamma.analytics.financial.model.volatility.surface

Examples of com.opengamma.analytics.financial.model.volatility.surface.BlackScholesMertonImpliedVolatilitySurfaceModel


public class BlackScholesMertonImpliedVolatilitySurfaceFunction extends AbstractFunction.NonCompiledInvoker {

  private final BlackScholesMertonImpliedVolatilitySurfaceModel _volatilitySurfaceModel;

  public BlackScholesMertonImpliedVolatilitySurfaceFunction() {
    _volatilitySurfaceModel = new BlackScholesMertonImpliedVolatilitySurfaceModel();
  }
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