Re: Local Vol
Posted by
Luigi Ballabio on
Dec 14, 2012; 11:01am
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-dev-Digest-Vol-78-Issue-12-tp13755p13803.html
Hi,
the LocalVolSurface is what we have. It's not overly tested,
though, so it would be great if anyone tried it out and reported.
Luigi
On Wed, Dec 12, 2012 at 3:43 PM, Theo Boafo <
[hidden email]> wrote:
> Hi All,
>
> Do we have an implementation of Local Vol in Quantlib? I see a LocalVol
> surface but does not seem like its used.
>
> Regards
>
> Theo
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