Module net.finmath.lib
Interface SmileInterpolationExtrapolationMethod
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- All Known Implementing Classes:
LinearSmileInterpolater
public interface SmileInterpolationExtrapolationMethod
Interface for a Smile inter and extrapolation.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
calculateInterpolatedExtrapolatedSmileVolatility(double strike, int rowIndex)
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