quantlib.termstructures.volatility.sabr.shifted_sabr_volatility
¶
shifted_sabr_volatility
(
Rate
strike
,
Rate
forward
,
Time
expriyTime
,
Real
alpha
,
Real
beta
,
Real
nu
,
Real
rho
,
Real
shift
)
¶
Quantlib cython wrapper
Navigation
Getting started
Tutorial
User’s guide
Reference guide
Reference documentation for the
quantlib
package
How to wrap QuantLib classes with cython
Roadmap
Documentation
Related Topics
Documentation overview
Reference guide
quantlib
quantlib.termstructures
quantlib.termstructures.volatility
quantlib.termstructures.volatility.sabr
Previous:
quantlib.termstructures.volatility.sabr.sabr_volatility
Next:
quantlib.termstructures.volatility.sabr.unsafe_sabr_volatility
Quick search