quantlib.cashflows.linear_tsr_pricer.
Settings¶
- class Settings¶
Bases:
object
Methods
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)
Bases: object
Methods
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