One deterministic synthetic grid, inspected through exact values, a heatmap, linked slices and an optional rotatable 3D projection.
Educational parameters generate the displayed grid locally. No observed quote, live market surface or forecast enters this workbench.
Inspect the same deterministic grid as a heatmap, rotatable surface, smile or term slice.
Maturity ↓ · Moneyness → · Select any cell for exact state.
| Maturity | 0.70 | 0.76 | 0.82 | 0.88 | 0.94 | 1.00 | 1.06 | 1.12 | 1.18 | 1.24 | 1.30 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.02y | 33.46% | 29.13% | 25.79% | 23.25% | 21.37% | 20.05% | 19.19% | 18.71% | 18.57% | 18.72% | 19.11% |
| 0.08y | 33.61% | 29.28% | 25.94% | 23.40% | 21.52% | 20.20% | 19.34% | 18.86% | 18.72% | 18.87% | 19.26% |
| 0.25y | 33.97% | 29.64% | 26.30% | 23.76% | 21.88% | 20.56% | 19.70% | 19.22% | 19.09% | 19.23% | 19.62% |
| 0.50y | 34.43% | 30.10% | 26.75% | 24.21% | 22.34% | 21.01% | 20.15% | 19.68% | 19.54% | 19.69% | 20.08% |
| 1.00y | 35.15% | 30.82% | 27.47% | 24.93% | 23.06% | 21.73% | 20.87% | 20.40% | 20.26% | 20.41% | 20.80% |
| 2.00y | 36.16% | 31.83% | 28.48% | 25.95% | 24.07% | 22.75% | 21.88% | 21.41% | 21.27% | 21.42% | 21.81% |