quantlib.termstructures.volatility.equityfx.local_vol_term_structure.
LocalVolTermStructure¶
- class LocalVolTermStructure¶
Bases:
VolatilityTermStructure- Attributes:
- calendar
- extrapolation
- reference_date
- settlement_days
Methods
option_date_from_tenor(self, Period period)time_from_reference(self, Date date)