quantlib.termstructures.vol_term_structure.VolatilityTermStructure

class VolatilityTermStructure

Bases: object

__init__()

Methods

__init__()
option_date_from_tenor(self, Period period)
time_from_reference(self, Date date)

Attributes

calendar
extrapolation
reference_date
settlement_days

option_date_from_tenor(self, Period period)

time_from_reference(self, Date date)