VolatilitySmile (OptionSeries series, OptionType optionType, OptionPriceType priceType, double int_rate)
method
Retrieves VolatilitySmile series
Syntax
public List<VolatilitySmilePoint> VolatilitySmile (OptionSeries series,OptionType optionType,OptionPriceType priceType,double int_rate)Parameters
series — OptionSeries
optionType — OptionType
priceType — OptionPriceType
int_rate — double
Return
List
Discussion
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