# Recommendation for a library to calculate the local volatility surface?

I'd like a library to calculate the options local volatility surface, i.e. the options implied volatility surface for a collection of strikes and their bid/ask prices.

Here are the libraries I've looked at:

Do you know of any other libraries?

-
p.s. Here are the search terms I used: "implied volatility surface", "local volatility surface", "black volatility surface" surface". –  Contango May 22 '11 at 9:45