VolSurface::Utils

A class that handles several volatility related methods

SYNOPSIS

A class that handles several volatility related methods such as gets strikes from a certain delta point, gets delta from a certain vol point etc.

use VolSurface::Utils;

my $delta = get_delta_for_strike({ strike => $strike, atm_vol => $atm_vol, t => $t, spot => $spot, r_rate =>$r_rate, q_rate => $q_rate, premium_adjusted => $premium_adjusted });

INSTALLATION

To install this module, run the following commands:

perl Makefile.PL
make
make test
make install

SUPPORT AND DOCUMENTATION

After installing, you can find documentation for this module with the perldoc command.

perldoc VolSurface::Utils

You can also look for information at:

RT, CPAN's request tracker (report bugs here)
    http://rt.cpan.org/NoAuth/Bugs.html?Dist=VolSurface-Utils

AnnoCPAN, Annotated CPAN documentation
    http://annocpan.org/dist/VolSurface-Utils

CPAN Ratings
    http://cpanratings.perl.org/d/VolSurface-Utils

Search CPAN
    http://search.cpan.org/dist/VolSurface-Utils/