quantlib.models.calibration_helper.BlackCalibrationHelper¶
- class BlackCalibrationHelper¶
Bases:
object- __init__(*args, **kwargs)¶
Methods
__init__(*args, **kwargs)black_price(self, double volatility)calibration_error(self)impliedVolatility(self, Real targetValue, ...)market_value(self)model_value(self)set_pricing_engine(self, PricingEngine engine)- black_price(self, double volatility)¶
- calibration_error(self)¶
- impliedVolatility(self, Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol)¶
- market_value(self)¶
- model_value(self)¶
- set_pricing_engine(self, PricingEngine engine)¶