derivitec.core.client.DerivitecClient.fit_equity_vol_surfaces_to_convertible_bond_data

DerivitecClient.fit_equity_vol_surfaces_to_convertible_bond_data(bond_price_data, market_data_override=None, pricing_model_manager=None, initial_atm_vol=0.3, min_vol_bump=-0.9, max_vol_bump=1.0, market_data_environment_name=None)

Fit equity vol surfaces to convertible bond data.

Parameters:

• bond_price_data (list of derivitec.market_data.types.BondDataExternal) – The bond price data

• market_data_override (derivitec.market_data.types.MarketDataOverride) – The market data override

• pricing_model_manager (derivitec.tradables.types.PricingModelManager) – The pricing model manager

• initial_atm_vol (float) – The initial atm vol level

• min_vol_bump (float) – The min vol bump for root searching bracket

• max_vol_bump (float) – The max vol bump for root searching bracket

• market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

derivitec.market_data.response.ApiFitEquityVolSurfacesToConvertibleBondDataResponse