On Tue, 2007-07-24 at 01:27 -0700, Yomi wrote:
> I am trying to build a black variance surface based on a 4 x 3 vol matrix (4
> dates and 3 strikes).
>
> I have a strange error "not enough point to interpolate".
Are you using cubic splines?
Later,
Luigi
--
Green's Law of Debate:
Anything is possible if you don't know what you're talking about.
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