perl-VolSurface-Calibration-Equities-0.04-alt1.noarch.rpm


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Description

perl-VolSurface-Calibration-Equities - lib/VolSurface/Calibration/Equities.pm

Distribution: ALT Linux Sisyphus
Repository: Autoimports noarch
Package name: perl-VolSurface-Calibration-Equities
Package version: 0.04
Package release: alt1
Package architecture: noarch
Package type: rpm
Installed size: 40.74 KB
Download size: 40.74 KB
Official Mirror: ftp.altlinux.org
This module implements Binary.com's volatility surface calibration algorithm which is based on SABR. The SABR (Stochastic alpha, beta, rho) model is a stochastic volatility model, which is used to estimate the volatility smile in the derivatives market. For a more general overview of the general SABR model, please refer https://en.wikipedia.org/wiki/SABR_volatility_model.

Alternatives

Provides

  • perl(VolSurface/Calibration/Equities.pm) = 0.040
  • perl-VolSurface-Calibration-Equities = 0.04-alt1

    Install Howto

    1. Add the following line to /etc/apt/sources.list:
      rpm [Sisyphus] http://ftp.altlinux.org/pub/distributions/ALTLinux/autoimports/Sisyphus noarch autoimports
      rpm [Sisyphus] http://ftp.altlinux.org/pub/distributions/ALTLinux/autoimports/Sisyphus noarch autoimports
      
    2. Update the package index:
      # sudo apt-get update
    3. Install perl-VolSurface-Calibration-Equities rpm package:
      # sudo apt-get install perl-VolSurface-Calibration-Equities

    Files

    • /usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/Changes
    • /usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/LICENSE
    • /usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/README
    • /usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/README.md
    • /usr/share/perl5/VolSurface/
    • /usr/share/perl5/VolSurface/Calibration/Equities.pm
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