Re: [Quantlib-dev] Volatility curves... Oh my, there are so many...

[Simon I. <s.i...@gm...>]

If anyone responds to this request, please post to the entire board as
there are several others of us who are equally idiots (with apologies
to Toyin) w.r.t. the vol structures.

Cheers
Simon

On Nov 14, 2007 2:30 AM, Toyin Akin <toy...@ho...> wrote:
> Hi all,
>
> Over the last year the number of volatility cuves have certainly increased.
>
> I'm taking a look now in order to construct curves to represent...
>
> cap/floor volatilities
> swaption volatilities
> fx volatilities and
> equity volatilities
>
> Can somebody give a quick "idiots guide" to the concrete volatility classes
> and if there are multiple classes for a particular asset class (ie -
> swaption) what are the pros/cons?
>
> Finally, smilesection is seen heavily in the code, what is this?
>
> Thanks in advance,
> Toy out...
>
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