Examples of BlackVolatilitySurfaceStrike


Examples of com.opengamma.analytics.financial.model.volatility.surface.BlackVolatilitySurfaceStrike

    if (volSurfaceObject == null) {
      throw new OpenGammaRuntimeException("Could not get Volatility Surface");
    }
    final VolatilitySurface volSurface = (VolatilitySurface) volSurfaceObject;
    //TODO no choice of other surfaces
    final BlackVolatilitySurface<?> blackVolSurf = new BlackVolatilitySurfaceStrike(volSurface.getSurface());

    final Object discountObject = inputs.getValue(getDiscountCurveRequirement(security, curveName, curveCalculationConfig));
    if (discountObject == null) {
      throw new OpenGammaRuntimeException("Could not get Discount Curve");
    }
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