Volatility matrix

[laurent curnier]

Hello,

Is there any source code example around  for  using the volatility framework ??

 

thanks & regards

 

laurent

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[Ferdinando Ametrano-3]

Hi Laurent

>Is there any source code example around  for  using the volatility
>framework ??
not yet. The next release will have examples, and it will include local
volatility. There is already something working in the current CVS version.


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ciao -- Nando