{"id":42623,"date":"2026-06-22T21:33:40","date_gmt":"2026-06-23T02:33:40","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/creating-a-custom-volatility-curve-2\/"},"modified":"2026-06-22T21:33:42","modified_gmt":"2026-06-23T02:33:42","slug":"creating-a-custom-volatility-curve-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/creating-a-custom-volatility-curve-2\/","title":{"rendered":"\u30ab\u30b9\u30bf\u30e0 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u306e\u4f5c\u6210"},"content":{"rendered":"<div><!-- \n\n<h3>Creating a custom volatility curve<\/h3>\n\n --><\/p>\n<p>\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u30ab\u30b9\u30bf\u30e0\u8a08\u7b97\u3068\u7406\u8ad6\u5024\u304c\u3042\u308b\u5834\u5408\u306f\u3001\u5404\u81ea\u306e\u30c7\u30fc\u30bf\u304b\u3089\u751f\u6210\u3055\u308c\u305f\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f5c\u6210\u3067\u304d\u307e\u3059\u3002<\/p>\n<p>\u30ab\u30b9\u30bf\u30e0 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f5c\u6210\u3059\u308b\u306b\u306f<\/p>\n<ol>\n<li>\n<p>\u5e0c\u671b\u306e\u9650\u6708\u3092\u9078\u629e\u3057\u3066\u3001\u73fe\u5728\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u8868\u793a\u3057\u3001[User] \u30ab\u30fc\u30d6\u304c\u9078\u629e\u3055\u308c\u3066\u3044\u3066\u8868\u793a\u3055\u308c\u3066\u3044\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3057\u307e\u3059\u3002<\/p>\n<\/li>\n<li>\n<p>\u9078\u629e\u3057\u305f\u9650\u6708\u306e <img decoding=\"async\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/vol-curve-edit-icon-1.png\" alt=\"\u7de8\u96c6\u30a2\u30a4\u30b3\u30f3\"> \u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u3001\u7de8\u96c6\u30aa\u30d7\u30b7\u30e7\u30f3\u3092\u958b\u304d\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/trade_ja\/Content\/vol-curve-edit-icons.png\"><\/p>\n<\/li>\n<li>\n<p><img decoding=\"async\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/vol-curve-icon-snap-1.png\" alt=\"\u30b9\u30ca\u30c3\u30d7 \u30a2\u30a4\u30b3\u30f3\"> \u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u3001\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30ab\u30fc\u30d6\u306e\u958b\u59cb\u70b9\u3068\u3057\u3066\u4f7f\u7528\u3059\u308b\u30ab\u30fc\u30d6\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/trade_ja\/Content\/vol-curve-snap-options.png\"><\/p>\n<p>\u30e6\u30fc\u30b6\u30fc \u30ab\u30fc\u30d6\u306b\u79fb\u52d5\u53ef\u80fd\u70b9\u304c\u8ffd\u52a0\u3055\u308c\u307e\u3059\u3002\u3053\u308c\u306f\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u6570\u5f0f\u306e\u5236\u5fa1\u70b9\u306b\u8a72\u5f53\u3057\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/trade_ja\/Content\/vol-curve-control-points.png\"><\/p>\n<\/li>\n<li>\n<p>\u8a08\u7b97\u306b\u57fa\u3065\u3044\u3066\u3001\u8a08\u7b97\u6e08\u307f\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u53cd\u6620\u3059\u308b\u5236\u5fa1\u70b9\u30921\u3064\u4ee5\u4e0a\u30c9\u30e9\u30c3\u30b0\u3057\u307e\u3059\u3002\u70b9\u3092\u79fb\u52d5\u3055\u305b\u308b\u3068\u3001\u5236\u5fa1\u70b9\u306e\u5024\u304c\u81ea\u52d5\u7684\u306b\u66f4\u65b0\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/trade_ja\/Content\/vol-curve-modified-points.png\"><\/p>\n<p><b>\u6ce8<\/b>: \u5fc5\u8981\u306b\u5fdc\u3058\u3066\u3001\u5236\u5fa1\u70b9\u306e\u6b04\u306b\u5024\u3092\u76f4\u63a5\u5165\u529b\u3059\u308b\u3053\u3068\u3082\u53ef\u80fd\u3067\u3059\u3002\u30b0\u30ea\u30c3\u30c9\u306e\u70b9\u304c\u305d\u308c\u306b\u5fdc\u3058\u3066\u79fb\u52d5\u3055\u308c\u307e\u3059\u3002<\/p>\n<\/li>\n<li>\n<p><img decoding=\"async\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/vol-curve-icon-save-3.png\" alt=\"\u4fdd\u5b58\u30a2\u30a4\u30b3\u30f3\"> \u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u30e6\u30fc\u30b6\u30fc \u30ab\u30fc\u30d6\u3092\u65b0\u305f\u306b\u4f5c\u6210\u3057\u307e\u3059\u3002<\/p>\n<p>\u30ab\u30fc\u30d6\u304c\u66f4\u65b0\u3055\u308c\u3001TT \u3067\u8a08\u7b97\u3055\u308c\u305f\u30ab\u30fc\u30d6\u3068\u306f\u7570\u306a\u3063\u305f\u30ab\u30fc\u30d6\u3067\u3042\u308b\u3053\u3068\u304c\u5206\u304b\u308a\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/trade_ja\/Content\/vol-curve-updated.png\"><\/p>\n<p>\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30ab\u30fc\u30d6\u3092\u4fdd\u5b58\u3059\u308b\u3068\u3001[Options Chain] (\u30aa\u30d7\u30b7\u30e7\u30f3 \u30c1\u30a7\u30fc\u30f3) \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306e [<b>UV<\/b>] \u5217\u306e\u30ab\u30fc\u30d6\u306e\u5024\u304c\u66f4\u65b0\u3055\u308c\u307e\u3059\u3002\u7406\u8ad6\u5024\u306e\u7b97\u51fa\u306e\u969b\u306b\u3053\u308c\u3089\u306e\u5024\u304c\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/d2a60r40jam9et.cloudfront.net\/trade_ja\/Content\/vol-curve-updated-chain.png\"><\/p>\n<\/li>\n<\/ol>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u30ab\u30b9\u30bf\u30e0\u8a08\u7b97\u3068\u7406\u8ad6\u5024\u304c\u3042\u308b\u5834\u5408\u306f\u3001\u5404\u81ea\u306e\u30c7\u30fc\u30bf\u304b\u3089\u751f\u6210\u3055\u308c\u305f\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f5c\u6210\u3067\u304d\u307e\u3059\u3002 \u30ab\u30b9\u30bf\u30e0 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f5c\u6210\u3059\u308b\u306b\u306f \u5e0c\u671b\u306e\u9650\u6708\u3092\u9078\u629e\u3057\u3066\u3001\u73fe\u5728\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3  [&hellip;]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[390],"class_list":["post-42623","doc","type-doc","status-publish","hentry","docs-category-task-vol-curve-manager"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42623","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42623\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=42623"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=42623"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}