Vol Curve


Key Vol Curve in
Gen Black Scholes Process refers to the volatility curve out of which the volatility σ(t,x) is implied, as described in Gen Black Scholes Process
Expects an object of type
Vol Curve

Note, the volatility curve's
Quotable object defined in its Vol Ref item determines which of the keys Div Yield Curve or For Int Rate Curve applies.
At any case, the volatility curve's
Quotable object must be compatible with the underlying of the applicable curve.