// -------------------------------------------------------------------------
@Override
public double volatility(double expiry, double strike, double forward) {
return surface.zValue(expiry, strike);
}
/**
* Return the nu parameter for a pair of time to expiry and instrument tenor.
*
* @param expirytenor The expiry/tenor pair
* @return The nu parameter
*/
public double getShift(DoublesPair expirytenor) {
return shiftSurface.zValue(expirytenor);
}
/**
* Return the nu parameter for a pair of time to expiry and instrument tenor.
*
* @param expirytenor The expiry/tenor pair
* @return The nu parameter
*/
public double getNu(DoublesPair expirytenor) {
return nuSurface.zValue(expirytenor);
}
/**
* Return the rho parameter for a pair of time to expiry and instrument tenor.
*
* @param expirytenor The expiry/tenor pair
* @return The rho parameter
*/
public double getRho(DoublesPair expirytenor) {
return rhoSurface.zValue(expirytenor);
}
/**
* Return the beta parameter for a pair of time to expiry and instrument tenor.
*
* @param expirytenor The expiry/tenor pair
* @return The beta parameter
*/
public double getBeta(DoublesPair expirytenor) {
return betaSurface.zValue(expirytenor);
}
/**
* Return the alpha parameter for a pair of time to expiry and instrument tenor.
*
* @param expirytenor The expiry/tenor pair
* @return The alpha parameter
*/
public double getAlpha(DoublesPair expirytenor) {
return alphaSurface.zValue(expirytenor);
}