quantlib.termstructures.volatility.smilesection.

SmileSection

class SmileSection

Bases: object

Attributes:

day_counter

exercise_date

exercise_time

max_strike

min_strike

reference_date

Methods

density(self, Rate strike, Real discount=1., ...)
option_price(self, Rate strike, ...)
vega(self, Rate strike, Real discount=1.)
volatility(self, Rate strike)