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)