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hub / github.com/LechGrzelak/QuantFinanceBook / TargetVal

Function TargetVal

PythonCodes/Chapter 04/Fig04_09.py:76–89  ·  view source on GitHub ↗
(beta,rho,gamma,iv,K,iv_ATM,K_ATM,f,t)

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Callers 1

calibrationHaganFunction · 0.70

Calls 2

DetermineOptimalAlphaFunction · 0.85
HaganImpliedVolatilityFunction · 0.70

Tested by

no test coverage detected