Case studies of functions related to server-side volatility construction
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Case studies of functions related to server-side volatility construction
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The server-side provides constructors for related volatility measures such as foreign exchange, futures, indices, digital options, interest rate volatility, and CapFloor volatility.
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Server-Side Object Construction via Forward Curve Short Names and Volatility Surface Short Names and Application Function Descriptions
1. Server-Side Foreign Exchange Volatility Constructor Functions
- McpFXVolSurface2ByName：Constructs a bilateral volatility surface on the server side using a volatility surface short name.
- McpFXVolSurfaceByName：Constructs a unilateral volatility surface on the server side using a volatility surface short name.
2. Server-Side Futures and Digital Currency Volatility Constructor Functions
- McpVolSurface2ByName：Constructs a bilateral volatility surface on the server side using an UNDERLYING identifier.
- McpVolSurfaceByName：Constructs a unilateral volatility surface on the server side using an UNDERLYING identifier.
3. Server-Side Commodity Index Volatility Surface Constructor Functions
- McpVolSurface2Equity：Constructs a bilateral volatility surface on the server side using an UNDERLYING identifier.
4. Server-Side Interest Rate Volatility and CapFloor Volatility Constructor Functions
- McpSwaptionCubes：Constructs an interest rate volatility surface on the server side using a volatility short name.
- McpCapVolSurface：Constructs a CapFloor volatility surface on the server side using a volatility short name.