Re: Building a vol surface when strikes ranges are different across maturities

Posted by nabbleuser2008 on
URL: http://quantlib.414.s1.nabble.com/Building-a-vol-surface-when-strikes-ranges-are-different-across-maturities-tp6687p6689.html

Hi Luigi,
 Thanks much for the answer.

  Unfortunately, the listed options (I've looked at) do not seem to have a constant ranges or constant step sizes for strikes. If I am to fill the gaps, I might have to do a  lot of interpolations, and extrapolations.

  Thanks.

CJ