How could I use SVIInterpolation in Quantlib python?
Posted by zhtangsh on Jun 27, 2017; 7:03am
URL: http://quantlib.414.s1.nabble.com/How-could-I-use-SVIInterpolation-in-Quantlib-python-tp18362.html
Hi, all
I'm a beginner and was using Quantlib-Python version 1.10. I want to use the SVIInterpolation class, which is available in C++ version.
However, I failed to figure out the way to use this class in Quantlib-Python. Could anyone help me to find the correct way on it?
Thank you all and have a nice day.
Best