quantlib.termstructures.volatility.optionlet.optionlet_volatility_structure.ConstantOptionletVolatility¶
- class ConstantOptionletVolatility(int settlement_days, Calendar calendar, BusinessDayConvention bdc, double volatility, DayCounter daycounter)¶
Bases:
OptionletVolatilityStructure
- __init__(*args, **kwargs)¶
Methods
__init__
(*args, **kwargs)