LSEG Data Library for Python

Pricing model type

PricingModelType for financial instruments.

Name Value
BINOMIAL "Binomial"
BLACK_SCHOLES "BlackScholes"
LOCAL_VOLATILITY "LocalVolatility"
TRINOMIAL "Trinomial"
VANNA_VOLGA "VannaVolga"
WHALEY "Whaley"
20 words (0:06 mins)