Thank! .... but why would any one suggest Cubic Spline. Because it is quick and dirty?!

Thank for your answers. I will search for this Topic. However, one thing I find strange is the suggestion to interpolate using cubic spline (CS). CS tends to create oscillations, implying that it will either over or undershoot between curve points?!regards hla

Hi,Does any one know what is the standard method for interpolation in zero rate curves. Thankshla

<t>Yes, you are right it depends on the currency cross. (and to billyknee: I do know how to solve d1 for the strike, the question was more why the atm strike some times are found by the formula x=F*exp(-0.5*sigma^2*time). It was the minus that I did not understand. I know now that it is dependant on...

atm = at-the-money but thanks any way.henrik

<t>Hi,I need help to understand the following.I have been trying to find the atm for different maturity terms 1w, 1m, ..., 1y etc. in the FX option marketIt seems that the ATM strike is found as by the 0-delta straddle, i.e.X(atm) = forward*exp(0.5*vol*vol*time)This formula works fine for FX options...