quantlib.termstructures.volatility.swaption.swaption_vol_matrix.SwaptionVolatilityMatrix.from_reference_date

classmethod SwaptionVolatilityMatrix.from_reference_date(cls, Date reference_date, Calendar calendar, BusinessDayConvention bdc, option_tenors, swap_tenors, volatilities, DayCounter day_counter, bool flat_extrapolation=False, VolatilityType vol_type=ShiftedLognormal, shifts=[])