Reply To: Formula Volatility Surface with no Gridpoint Rows

Tom Graham

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

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.


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