sdk.lusid.models.constant_volatility_surface.ConstantVolatilitySurface
- class ConstantVolatilitySurface(**data)[source]
Market Data required to build a volatility surface for pricing. Single constant volatility point. # noqa: E501
Create a new model by parsing and validating input data from keyword arguments.
Raises ValidationError if the input data cannot be parsed to form a valid model.
Attributes
This is a Pydantic class. For now, click on the green [source] link in the class signature above to see descriptions/allowed values for these attributes.
base_date
asset_type
lineage
volatility
market_data_type
additional_properties
- classmethod from_dict(obj)[source]
Create an instance of ConstantVolatilitySurface from a dict
- Return type: