I am using the NodalSurface class to implement an Fx volatility surface for vol values against strike and tenor. However, there is some confusion pertaining to the following points -
- The nodal surface asks for interpolators, but no extrapolators. This isn’t ideal as several vol surface construction methods also require extrapolation techniques.
- There doesn’t seem any easy way to override the interpolators for building the surface as I desire. (I intend to interpolate sigma^2*t along the time axis)
- Lastly, is there a better way to implement and customize a Vol Surface than through a NodalSurface ?