quantlib.models.calibration_helper.
BlackCalibrationHelper¶
- class BlackCalibrationHelper¶
Bases:
object
Methods
black_price
(self, double volatility)calibration_error
(self)impliedVolatility
(self, Real targetValue, ...)market_value
(self)model_value
(self)set_pricing_engine
(self, PricingEngine engine)