quantlib.termstructures.volatility.equityfx.black_vol_term_structure.

BlackVarianceTermStructure

class BlackVarianceTermStructure

Bases: BlackVolTermStructure

Attributes:

calendar

extrapolation

reference_date

settlement_days

Methods

blackForwardVariance(self, time_1, time_2, ...)	forward (at-the-money) variance
blackForwardVol(self, time_1, time_2, ...)	forward (at-the-money) volatility
blackVariance(self, maturity, Real strike, ...)	spot variance
blackVol(self, maturity, Real strike, ...)	spot volatility
option_date_from_tenor(self, Period period)
time_from_reference(self, Date date)