FinanceModels.jl logo
FinanceModels.jl
  • Home
  • Guide
    • Introduction
    • Models, Valuation, and Fitting
    • Contracts
    • Rates
    • Migration Guide
  • Modules
    • FinanceModels
    • FinanceCore
    • Spline
    • Fit
    • Yield
    • Bond
    • Equity
    • Option
    • Volatility
      • Exported API
      • Unexported API
  • FAQs
  • Extensions
Version
  • Modules
  • Volatility
  • Volatility
GitHub

FinanceModels.Volatility API Reference

  • FinanceModels.Volatility.Constant

Exported API

Unexported API

FinanceModels.Volatility.Constant — Type
Volatility.Constant(σ)

A constant volatility per period. If σ is not explicitly passed, then it is set to zero.

source

Please open an issue if you encounter any issues or confusion with the package.

« OptionFAQs »

Powered by Documenter.jl and the Julia Programming Language.

Settings


This document was generated with Documenter.jl version 1.9.0 on Sunday 23 March 2025. Using Julia version 1.11.4.