Package org.drip.state.volatility

Latent State Volatility Curve/Surface
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ExplicitBootVolatilityCurve
    ExplicitBootVolatilityCurve exposes the functionality associated with the bootstrapped Volatility Curve.
    VolatilityCurve
    VolatilityCurve exposes the Stub that implements the Latent State's Deterministic Volatility Term Structure Curve - by Construction, this is expected to be non-local.