Quick questions
Can someone give me an example of how to set OG to display the volatility surface using the example server setup? I’ve figured out how to run the basics for OG, but I just need to entries (if any) where the vol surface is stored.
Also, am I correct in thinking that OG currently only displays the market values of the vol surface, and doesn’t have the ability to display a calculated vol surface? What I’ve been trying to find (and I don’t think it exists) is some sort of tool that will let you plot quant models against data to see how good the fit is. OG doesn’t seem to have all of those features but it has most of the basic components, so I’m trying to repurpose some of the components of OG to create this tool.