_FXDeltaVolSmileNodes#
- class rateslib.fx_volatility._FXDeltaVolSmileNodes(nodes, meta)#
Bases:
objectA container for data relating to interpolating the nodes of a
FXDeltaVolSmile.Attributes Summary
A list of the delta index keys in
nodes.An instance of
_FXSmileMeta.The number of pricing parameters in
nodes.The initial nodes dict passed for construction of this class.
The right side delta index bound used in a 'delta' x-axis plot.
An instance of
_FXDeltaVolSpline.A list of the delta index values in
nodes.Attributes Documentation
- keys#
A list of the delta index keys in
nodes.
- meta#
An instance of
_FXSmileMeta.
- n#
The number of pricing parameters in
nodes.
- nodes#
The initial nodes dict passed for construction of this class.
- plot_upper_bound#
The right side delta index bound used in a ‘delta’ x-axis plot.
- spline#
An instance of
_FXDeltaVolSpline.
- values#
A list of the delta index values in
nodes.