quantlib.termstructures.volatility.swaption.swaption_constant_vol.ConstantSwaptionVolatility.from_reference_date

classmethod ConstantSwaptionVolatility.from_reference_date(cls, Date reference_date, Calendar calendar, BusinessDayConvention bdc, volatility, DayCounter day_counter, VolatilityType vol_type=VolatilityType.ShiftedLognormal, Real shift=0.)