Utilities#

CommodityOTCOptionsGroup

A class representing OTC commodity option groups.

EquityIndexOTCOptionsGroup

A class representing OTC equity index option groups.

ETFOTCOptionsGroup

A class representing OTC ETF option groups.

FXOTCOptionsGroup

A class representing OTC FX option groups.

VolatilityIndexOTCOptionsGroup

A class representing Volatility Index option groups.

FXVolSurfaceIterator

Class implementing an iterator for FX vol surfaces.

StrikeValues

Possible values for strike inputs.

SwaptionGroup

A class representing a swaption group.

OISSwaptionGroup

A class representing an OIS swaption group.

VarianceSwapReplicator

Legacy class implementing a variance swap replicator.

VarianceSwapCurveGroup

A class implementing a variance swap group based on an underlying and a variance curve.

VarianceSwapSurfaceGroup

A class implementing a variance swap group based on an option group.