Module net.finmath.lib
Package net.finmath.marketdata.model.volatility.caplet.smile

Interface SmileInterpolationExtrapolationMethod

  • All Known Implementing Classes:
    LinearSmileInterpolater
    public interface SmileInterpolationExtrapolationMethod
    Interface for a Smile inter and extrapolation.

    • Method Detail

      • calculateInterpolatedExtrapolatedSmileVolatility

        double calculateInterpolatedExtrapolatedSmileVolatility​(double strike,
                                                        int rowIndex)