[news.eclipse.technology.ofmp] Re: OFMP Services

["Frederic Conrotte" <frederic.conrotte@xxxxxxxxxxxx>]

Hi Richard

"Richard Gomes" <rgomes1997@xxxxxxxxxxx> wrote in message 
news:frrjpt$um2$1@xxxxxxxxxxxxxxxxxxxx
> We are planning to have european option valuation via Black and Scholes
> entering in unit test phase till end of april. At the moment, I'm working
> on the core object model which supports all intruments and pricing engines
> implemented by QuantLib/C++

Interesting topic for OFMP.

What source of input do you use to get volatility data ?
What type of volatility do you support ?

Frederic