Trying to figure out how to use the stand-alone version of OG-Analytics library.
Are there any examples out there? For example, any code that takes in strikes, tenors and builds a volatility surface, does SABR calibration and uses the implied vol in Black swaption model to price a swaption? I am only interested in a stand alone java test class. Thanks.
Not sure, but perhaps the example package might help?
All the test code for OG-Analytics is also open source to look through.