| protected volatilityImpl ( double optionTime, double swapLength, double strike ) : double | ||
| optionTime | double | |
| swapLength | double | |
| strike | double | |
| return | double | |
protected override double volatilityImpl(double optionTime,double swapLength,
double strike)
{
calculate();
return interpolation_.value(swapLength, optionTime, true);
}
