/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.volatility.local;
import com.opengamma.analytics.financial.model.volatility.surface.Strike;
import com.opengamma.analytics.math.surface.Surface;
/**
*
*/
public class LocalVolatilitySurfaceStrike extends LocalVolatilitySurface<Strike> {
/**
* @param surface The time to maturity should be the first coordinate and the strike the second
*/
public LocalVolatilitySurfaceStrike(final Surface<Double, Double, Double> surface) {
super(surface);
}
@Override
public double getVolatility(final double t, final double k) {
final Strike s = new Strike(k);
return getVolatility(t, s);
}
}