_FXDeltaVolSmileMeta#

class rateslib.fx_volatility._FXDeltaVolSmileMeta(_eval_date, _expiry, _plot_x_axis, _delta_type)#

Bases: object

An immutable container of meta data associated with a FXDeltaVolSmile used to make calculations.

Attributes Summary

`delta_type`	The delta type of the delta indexes associated with the `nodes` of the Smile.
`eval_date`	Evaluation date of the Smile.
`expiry`	Expiry date of the options priced by this Smile
`plot_x_axis`	The default `x_axis` parameter passed to `plot()`
`t_expiry`	Calendar days from eval to expiry divided by 365.
`t_expiry_sqrt`	Square root of `t_expiry`.

Attributes Documentation

delta_type#: The delta type of the delta indexes associated with the nodes of the Smile.