mattdoub

FinEquityVolSurfacePlus

3

Hi Dominic, Would it be possible to adapt FinFXVolSurfacePlus to Equities in order to fit the vol surface with a set of delta strikes as input [10DP; 25DP; ATM; 25DC;10DC]...

Few common payoffs missing for FX

5

Great library! A few useful payoffs could be added in FX: * FinFXOneTouchOption (adaptation of FinEquityOneTouchOption) * FinDoubleOneTouchOption & FinDoubleDigitalOption (adaptation of "single" barrier payoffs) * FinFXDualOneTouchOption & FinFXDualDigitalOption (would...