quantmetrics.price_calculators.vg_pricing.vg_calculator.VGCalculator

class quantmetrics.price_calculators.vg_pricing.vg_calculator.VGCalculator(model: LevyModel, option: Option)[source]

Methods

`__init__`(model, option)
`calculate_characteristic_function`(u)
`calculate_closed_form`()
`simulate_paths_Q`(num_timesteps, num_paths, seed)