quantlib.termstructures.volatility.swaption.sabr_swaption_volatility_cube.SabrSwaptionVolatilityCube.smile_section
¶
SabrSwaptionVolatilityCube.
smile_section
(
self
,
Period
option_tenor
,
Period
swap_tenor
,
bool
extrapolation=False
)
¶
Quantlib cython wrapper
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SabrSwaptionVolatilityCube
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