Package 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 Description
    CallVolSplineSurface()  

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • CallVolSplineSurface

      public CallVolSplineSurface()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation