Vol Curve Manager Reference

Available settings

These settings affect the current widget, and they become the default settings for all subsequently-opened Vol Curve Manager widgets. Settings can be accessed by clicking the icon.

• Interest rate: Set to "Default" in order to support the current interest rate within the options pricing model for all products.
• Day count: Whether to base calculations on Calender days (365) or Trading days (252) per year. This setting affects the decay of options, especially over weekends (theta).