Contains the Put and Call at-the-money Volatility at a specific expiration defined by the parameter
Function to compute the Gaussian pdf (probability density function) and the Gaussian cdf (cumulative density function)
Utility class to generate symbol, isin and ric for
Utility class containing static methods around
Static methods around the SABR Volatility model.
Contains the SABR definition of a Volatility Smile at a specific expiration defined by the parameter
Contains the SABR definition of an entire Volatility Surface composed of multiple
A library of static methods to generate random numbers from different distributions (bernoulli, uniform, gaussian, discrete, and exponential).