| 摘要 |
<p>A method, computer program product, and client computer for processing, for each of the plurality of option sets, a group 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, on a single Cartesian plane and for each of the plurality of option sets, that is based, at least in part, upon two or more of the initial data points included within the respective group. Each 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.</p> |
