org.drip.sample.stochasticvolatility

Class CallVolSplineSurface

java.lang.Object

org.drip.sample.stochasticvolatility.CallVolSplineSurface

public class CallVolSplineSurface
extends java.lang.Object

CallVolSplineSurface demonstrates the spline volatility surface generator by a stochastic volatility algorithm, i.e., in this case the Heston 1993 algorithm.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CallVolSplineSurface()

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

CallVolSplineSurface

public CallVolSplineSurface()

Method Detail

main

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

Throws:

java.lang.Exception