Reply To: Formula Volatility Surface with no Gridpoint Rows

#8807
Tom Graham
Participant

P.S. If anyone has any example composite index formulae that do anything more complicated than the standard Power Offpeak calculation, or discounting calculation

“replace_curve_dseq(1);
this_df = df(2) * px(1) / Spot

e.g. something with loops and individual calculations, that would be helpful reference information. Likewise any examples of complex vol formulae.

“replace_curve_dseq(1)”

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