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From: Toyin A. <toy...@ho...> - 2007-11-14 02:30:52
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Hi all, =20 Over the last year the number of volatility cuves have certainly increased. =20 I'm taking a look now in order to construct curves to represent...=20 =20 cap/floor volatilities swaption volatilities fx volatilities and equity volatilities =20 Can somebody give a quick "idiots guide" to the concrete volatility classes= and if there are multiple classes for a particular asset class (ie - swapt= ion) what are the pros/cons? =20 Finally, smilesection is seen heavily in the code, what is this? =20 Thanks in advance, Toy out... _________________________________________________________________ 100=92s of Music vouchers to be won with MSN Music https://www.musicmashup.co.uk= |