LSEG Data Library for TypeScript

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Option.VolatilityModel

VolatilityModel for the financial instruments:

Name Value
VolatilityModel.SABR 'SABR'
VolatilityModel.CubicSpline 'CubicSpline'
VolatilityModel.SVI 'SVI'
VolatilityModel.TwinLognormal 'TwinLognormal'
VolatilityModel.VannaVolga 'VannaVolga'
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