quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVarianceTermStructure.blackVol
¶
BlackVarianceTermStructure.
blackVol
(
self
,
maturity
,
Real
strike
,
bool
extrapolate=False
)
¶
spot volatility
Quantlib cython wrapper
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BlackVarianceTermStructure
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