Smile Interp
Smile Interp refers to List of possible ways for calculating the vol σ of european fx options of which the strike K is not part of the original market data by interpolating the available vols
Available Smile Interp types:
VannaVolga
Smile Interp refers to List of possible ways for calculating the vol σ of european fx options of which the strike K is not part of the original market data by interpolating the available vols
Available Smile Interp types:
VannaVolga