quantlib.termstructures.volatility.swaption.swaption\_vol\_matrix.SwaptionVolatilityMatrix
==========================================================================================

.. currentmodule:: quantlib.termstructures.volatility.swaption.swaption_vol_matrix

.. autoclass:: SwaptionVolatilityMatrix
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~SwaptionVolatilityMatrix.__init__
      ~SwaptionVolatilityMatrix.black_variance
      ~SwaptionVolatilityMatrix.from_reference_date
      ~SwaptionVolatilityMatrix.option_date_from_tenor
      ~SwaptionVolatilityMatrix.shift
      ~SwaptionVolatilityMatrix.smile_section
      ~SwaptionVolatilityMatrix.time_from_reference
      ~SwaptionVolatilityMatrix.volatility
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~SwaptionVolatilityMatrix.calendar
      ~SwaptionVolatilityMatrix.extrapolation
      ~SwaptionVolatilityMatrix.option_dates
      ~SwaptionVolatilityMatrix.option_tenors
      ~SwaptionVolatilityMatrix.option_times
      ~SwaptionVolatilityMatrix.reference_date
      ~SwaptionVolatilityMatrix.settlement_days
      ~SwaptionVolatilityMatrix.swap_lengths
      ~SwaptionVolatilityMatrix.swap_tenors
      ~SwaptionVolatilityMatrix.volatility_type