quantlib.termstructures.volatility.equityfx.local_vol_surface.
LocalVolSurface¶
- class LocalVolSurface(BlackVolTermStructure black_ts, HandleYieldTermStructure risk_free_ts, HandleYieldTermStructure dividend_ts, Quote underlying)¶
Bases:
LocalVolTermStructure- Attributes:
- calendar
- extrapolation
- reference_date
- settlement_days
Methods
localVol(self, d, Real underlying_level, ...)option_date_from_tenor(self, Period period)time_from_reference(self, Date date)