Implied vol term structure at a given date in the future
The given date will be the implied reference date.
note This term structure will remain linked to the original
structure, i.e., any changes in the latter will be reflected
in this structure as well.
warning It doesn't make financial sense to have an
asset-dependant implied Vol Term Structure. This
class should be used with term structures that are
time dependant only.
Implied vol term structure at a given date in the future
The given date will be the implied reference date. note This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.
warning It doesn't make financial sense to have an asset-dependant implied Vol Term Structure. This class should be used with term structures that are time dependant only.