Utilities
Utilities#
A class representing OTC commodity option groups. |
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A class representing OTC equity index option groups. |
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A class representing OTC ETF option groups. |
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A class representing OTC FX option groups. |
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A class representing Volatility Index option groups. |
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Class implementing an iterator for FX vol surfaces. |
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Possible values for strike inputs. |
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A class representing a swaption group. |
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A class representing an OIS swaption group. |
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Legacy class implementing a variance swap replicator. |
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A class implementing a variance swap group based on an underlying and a variance curve. |
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A class implementing a variance swap group based on an option group. |