VolatilityΒΆ

VolatilitySurface

Read-only expiry-by-smile volatility surface built by a pricing context.

VolatilityCube

Read-only expiry-by-underlying-tenor-by-smile volatility cube.

VolatilitySurfaceConfiguration

Quote selection and conventions for an expiry-by-smile volatility surface.

VolatilityCubeConfiguration

Quote selection and conventions for an expiry-by-tenor-by-smile cube.

VolatilityType

Quotation convention of a volatility.

SmileType

Smile axis of a volatility surface or cube.