Vol Group


Vol Group is a direct subtype of Quotable Group
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with functions Vol Group Functions, keys Vol Group keys and example object StkPrVol Grp

TYPE INCLUSION RELATIONSHIPS

Quotable Group

Vol Group

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Vol Ref

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TYPICAL OBJECTS OF TYPE Vol Group

StkPrVol Grp

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This type represents a Vol, the Maturity of which is regarded as a variable that spans all possible values.
Its associated value at any time is a (mathematical) one-dimensional curve describing the Vol as a function of Maturity.