May 24th, 2009, 5:52 pm
Dear forum users,I am looking for some kind of software for volatility handling.More precisely, I would like to have volatility surfaces for different models, e.g., local vol., stochastic vol., stochastic vol. with jumps, plotted using market data. Maybe you know of some software that can plot different surfaces that one can compare to each other, perhaps even adjust manually.I someone knows of something like this, I would really like to know where to purchase such software and which interfaces it provides for data feeding.I know that the above is rather a general question. I am just interested in what is available in these areas.Any help/comments are hihgly appreciated.Thank you very much.