public class LognormalSkewnessFromVolatilityCalculator extends Object implements DoubleBinaryOperator
| Constructor and Description |
|---|
LognormalSkewnessFromVolatilityCalculator() |
| Modifier and Type | Method and Description |
|---|---|
double |
applyAsDouble(double sigma,
double t) |
public LognormalSkewnessFromVolatilityCalculator()
public double applyAsDouble(double sigma,
double t)
applyAsDouble in interface DoubleBinaryOperatorCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.