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Example of SVI fitting #487

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antoscha opened this issue Sep 9, 2022 · 2 comments
Open

Example of SVI fitting #487

antoscha opened this issue Sep 9, 2022 · 2 comments
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@antoscha
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antoscha commented Sep 9, 2022

Dear developers,

I need some help. Could you please create an example of fitting the SVI curve given that we have volatility of bids and asks of a certain vector of strikes? I would be appreciated if you give me Python or Scala code, doing that.

Anton K.
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github-actions bot commented Nov 9, 2022

This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

@github-actions github-actions bot added the stale label Nov 9, 2022
@antoscha
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Actually, it would be great to have the SviInterpolation class in SWIG code.

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@lballabio @antoscha