quantlib.cashflows.linear_tsr_pricer.Settings

class Settings

Bases: object

__init__()

Methods

__init__()
with_bs_std_devs(self, Real std_devs)
with_price_threshold(self, ...)
with_rate_bound(self, ...)
with_vega_ratio(self, Real vega_ratio=0.01)

with_bs_std_devs(self, Real std_devs)

with_price_threshold(self, Real price_threshold=1e-8)

with_rate_bound(self, Real lower_rate_bound=0.0001, Real upper_rate_bound=2.0000)

with_vega_ratio(self, Real vega_ratio=0.01, lower_rate_bound=None, upper_rate_bound=None)