quantlib.termstructures.volatility.equityfx.black_variance_surface.BlackVarianceSurface.blackForwardVariance
¶
BlackVarianceSurface.
blackForwardVariance
(
self
,
time_1
,
time_2
,
Real
strike
,
bool
extrapolate=False
)
¶
forward (at-the-money) variance
Quantlib cython wrapper
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