| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
Q.Options.ImpliedVol.StrikeInterpolation
Documentation
data StrikeInterpolation Source #
Constructors
| Linear | |
| CubicNatural | |
| CubicAkima | |
| CubicMonotone |
Instances
| InterpolatorV StrikeInterpolation Strike Vol Source # | |
Defined in Q.Options.ImpliedVol.StrikeInterpolation Methods interpolateV :: StrikeInterpolation -> SortedVector Strike -> Vector Vol -> Strike -> Vol Source # | |
data StrikeExtrapolation Source #
Constructors
| Constant | |
| ConstantGradient | |
| ConstantCurvature |