I am just wondering of legal aspects of implementing Vanna Volga for fx option pricing (SuperD patent).
The model is widely published. Could somebody shed some light on this?
Love your library - it’s well thought-through.
Thanks for the kind words. Unfortunately, we can’t offer legal advice here. Our paid support offerings do offer warranty/indemnity, which may be of interest.
Could we get some details on paid support?
Please send an email to firstname.lastname@example.org and I’ll respond.