quantlib.instruments.implied_volatility.ImpliedVolatilityHelper¶
- class ImpliedVolatilityHelper¶
Bases:
object
- __init__(*args, **kwargs)¶
Methods
__init__
(*args, **kwargs)calculate
(self, Instrument instrument, ...)clone
(self, ...)- classmethod calculate(self, Instrument instrument, PricingEngine engine, SimpleQuote volatility, Real target_value, Real accuracy, Natural max_evaluations, Volatility min_vol, Volatility max_vol)¶
- classmethod clone(self, GeneralizedBlackScholesProcess process, SimpleQuote quote)¶