VolSurface#

警告

This documentation updates on 4th December 2023!

支持场内商品期权和权益类期权的波动率模型，可在线获取数据并支持数据可视化功能。

波动率模型#

  1. 隐含波动率

  2. SVI

    • Surface SVI

    • Quasi-Explicit SVI

  3. SABR

    • Black SABR

    • Bachelier SABR

终端调用命令#

quant@debian:~$ cd volatility_surface
quant@debian:~/volatility_surface$ python manage.py runserver

商品期权波动率曲面界面#

_images/commodity_iv.png _images/commodity_svi.png _images/commodity_quasi_explicit.png _images/BLACK_SABR.png _images/BACHELIER_SABR.png

金融期权波动率曲面界面#

_images/equity_iv.png _images/equity_svi.png _images/equity_quasi_explicit.png