diff --git a/R/vol-surface-class.R b/R/vol-surface-class.R index 4a4a63e..8ae26f4 100644 --- a/R/vol-surface-class.R +++ b/R/vol-surface-class.R @@ -1,13 +1,16 @@ #' VolSurface class #' -#' The `VolSurface` class is designed to capture the information about volatilities. -#' Checks whether the data members are of the correct type. +#' The `VolSurface` class is designed to capture implied volatility information +#' along with information about how to interpolate an implied volatility between nodes. #' #' @param vol_quotes object of class [VolQuotes()] containing the volatility #' data. #' @param interpolation Interplation method, given as an object of class #' interpolation [Interpolation()]. At this time only the -#' [LinearCubicTimeVarInterpolation()] is supported. +#' [LinearCubicTimeVarInterpolation()] is supported. This is a two-dimensional +#' interpolator that uses linear interpolation in the time dimension and cubic +#' splines in the smile dimension with the values interpolated being the +#' square of the implied volatilities. Return values are implied volatilies #' @return a `VolSurface` object #' @seealso [interpolate.VolSurface], [build_vol_surface()] #' @examples