wing volatility model
Posted by Jonathan.issan on Aug 31, 2014; 2:07am
URL: http://quantlib.414.s1.nabble.com/wing-volatility-model-tp15820.html
Hello
I'm looking for wing volatility fitting model with standard
parameters: atm vol, Slope, put curve and call curve.
Does that exist in QL ?
Thank you very much for helping
Jonathan