- blackVolatilityByExpiryStrike
Creates metadata for a surface providing Black expiry-strike volatility. The
x-values represent time
- normalVolatilityByExpiryStrike
Creates metadata for a surface providing Normal expiry-strike volatility. The
x-values represent tim
- blackVolatilityByExpiryTenor
Creates metadata for a surface providing Black expiry-tenor volatility. The
x-values represent time
- normalVolatilityByExpirySimpleMoneyness
Creates metadata for a surface providing Normal expiry-simple moneyness
volatility. The x-values rep
- sabrParameterByExpiryTenor
Creates metadata for a surface providing a SABR expiry-tenor parameter. The
x-values represent time
- normalVolatilityByExpiryTenor
Creates metadata for a surface providing Normal expiry-tenor volatility. The
x-values represent time