quantlib.termstructures.volatility.swaption.swaption_constant_vol.ConstantSwaptionVolatility.shift
¶
ConstantSwaptionVolatility.
shift
(
self
,
option_date
,
swap_date
,
bool
extrapolate=False
)
¶
Quantlib cython wrapper
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ConstantSwaptionVolatility
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