adding Equity Option Volatility Matrix

Posted by Xavier.Abulker on Jun 18, 2002; 7:04am
URL: http://quantlib.414.s1.nabble.com/adding-Equity-Option-Volatility-Matrix-tp2082.html

Dear Quantlib user group,

I would like to perform a surface of implied volatility matrix for equity
Option and deduce from it a generic structure (i.e 6m,1y,2y,....) with
bilinear interpollation.
It looks like it's not yet developped in Quantlib.
Is someone will be interested in debugging this developpement? (not yet
done)
I intend to copy the swaptionvolatilitymatrix to do something like
Observable<-EquityOptionVolatilityStructure<-EquityOptionVolatilityMatrix

Thanks
Xavier