Quant::Framework::VolSurface::Utils
Some general vol-related utility functions.
my $utils = Quant::Framework::VolSurface::Utils->new;
Returns (as a Date::Utility) the NY1700 rollover date for a given Date::Utility.
Get the "effective date" for a given Date::Utility (stated in GMT).
This is the we should consider a volsurface effective for, and rolls over every day at NY1700. If a volsurface is quoted at GMT2300, its effective date is actually the next day.
This returns a Date::Utility truncated to midnight of the relevant day.
Returns 1 if given date-time is before roll-over time.
To install Quant::Framework, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Quant::Framework
CPAN shell
perl -MCPAN -e shell install Quant::Framework
For more information on module installation, please visit the detailed CPAN module installation guide.