quantlib.termstructures.volatility.smilesection.SmileSection

class SmileSection

Bases: object

__init__()

Methods

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

Attributes

day_counter
exercise_date
exercise_time
max_strike
min_strike
reference_date

density(self, Rate strike, Real discount=1., Real gap=1e-4)

option_price(self, Rate strike, OptionType option_type, Real discount=1.)

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

volatility(self, Rate strike)