quantlib.termstructures.volatility.sabr_interpolated_smilesection.SabrInterpolatedSmileSection.option_price
¶
SabrInterpolatedSmileSection.
option_price
(
self
,
Rate
strike
,
OptionType
option_type
,
Real
discount=1.
)
¶
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_interpolated_smilesection
SabrInterpolatedSmileSection
Previous:
quantlib.termstructures.volatility.sabr_interpolated_smilesection.SabrInterpolatedSmileSection.density
Next:
quantlib.termstructures.volatility.sabr_interpolated_smilesection.SabrInterpolatedSmileSection.vega
Quick search