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From: Philippe H. <pha...@ma...> - 2024-07-12 16:28:13
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Does the ql.HestonModelHelper only expects a BSM implied volatility as an input? I am asking because there doesn't seem to be any parameter for option type (call or put)? Best regards Philippe Hatstadt 203-252-0408 https://www.linkedin.com/in/philippe-hatstadt/ |