Re: Volatility matrix

Posted by Ferdinando Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/Volatility-matrix-tp2434p2435.html

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