net.finmath.equities.models.ShiftedVolatilitySurface Maven / Gradle / Ivy
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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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package net.finmath.equities.models;
/**
* Interface for a shifted volatility surface (used in Vega calculations).
*
* @author Andreas Grotz
*/
public interface ShiftedVolatilitySurface extends VolatilitySurface {
double getShift();
}