derivatives_volatility-surface
Construct an implied volatility surface from market data, providing interpolated IV, skew metrics, term structure, and smile parameters.
Instructions
Build implied volatility surface from market data.
Use when constructing an implied volatility surface from market data. Provide arrays of strikes, expiries, and IV values. Returns: interpolated IV surface, skew metrics, term structure, and smile parameters.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| spot | Yes | Current spot price | |
| market_data | Yes | Array of implied vol data points | |
| interpolation | No | Surface interpolation method | linear |