OTCVolBasedBase#
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class sigtech.framework.instruments.options.OTCVolBasedBase
Baseclasses:
TradableInstrumentSubclasses:
OTCOption,SwaptionA base class implementing volatility-based OTC instruments.
Baseclasses: TradableInstrument
Subclasses: OTCOption, Swaption
A base class implementing volatility-based OTC instruments.