A class that handles several volatility related methods
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 });
To install this module, run the following commands:
perl Makefile.PL
make
make test
make install
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/
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