Hi all.
Is anyone able to help me constructing vola surfaces from "rough" data?
I am searching for VBA codes that could help me in the standardization process ( x=s/k ; y=T). First of all vola data are rough in the sense that moneyness are not specified as 80,85,90,95,100...Then how could i recognize the starting values in order to construct different matrixes in VBA (t). Applying bilinear interpolation i could find some values (x=80,85,90..). The point is that i am not so good in using VBA and maybe someone could have some codes or could give me some other help.
Thanks
Is anyone able to help me constructing vola surfaces from "rough" data?
I am searching for VBA codes that could help me in the standardization process ( x=s/k ; y=T). First of all vola data are rough in the sense that moneyness are not specified as 80,85,90,95,100...Then how could i recognize the starting values in order to construct different matrixes in VBA (t). Applying bilinear interpolation i could find some values (x=80,85,90..). The point is that i am not so good in using VBA and maybe someone could have some codes or could give me some other help.
Thanks
