HQu-0.0.0.3: quantitative finance library
Safe HaskellNone
LanguageHaskell2010

Q.Options.ImpliedVol.TimeInterpolation

Documentation

data TimeInterpolation Source #

Constructors

LinearInVol 
LinearInTotalVar 
Gatheral 

data TimeExtrapolation Source #

Constructors

TerminalMoneyness