org.drip.sample.option

Class DeterministicVolTermStructure

java.lang.Object

org.drip.sample.option.DeterministicVolTermStructure

public class DeterministicVolTermStructure
extends java.lang.Object

DeterministicVolatilityTermStructure contains an illustration of the Calibration and Extraction of the Implied and the Deterministic Volatility Term Structures. This does not deal with Local Volatility Surfaces.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DeterministicVolTermStructure()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DeterministicVolTermStructure

public DeterministicVolTermStructure()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception