GRAPHICAL CURVE FITTING METHOD AND SYSTEM

摘要

A method, computer program product, and client computer for processing a plurality of initial data points, such that each initial data point includes a strike price coordinate and a volatility coordinate. A best-fit curve is generated based, at least in part, upon two or more of the plurality of initial data points, such that the best-fit curve defines a plurality of best-fit data points. Each best-fit data point includes a strike price coordinate and a volatility coordinate. A user is allowed to graphically modify one or more of the best-fit data points to define one or more modified best-fit data points.