VolatilityCubeConfiguration

class quantsupport.market.VolatilityCubeConfiguration

Quote selection and conventions for an expiry-by-tenor-by-smile cube.

Use the documented factory methods below; no direct constructor is exposed.

Source declaration

Methods

__getitem__(key: str, /) → Any

static from_dict(obj: Mapping[str, Any]) → VolatilityCubeConfiguration

Deserialize one volatility-cube definition.

Parameters:

obj (mapping) – Required market_index and quotes (quote identifiers across expiries, underlying tenors, and smile coordinates). Optional volatility_type defaults to "Black", smile_type to "Strike", and extrapolation_policy to "Reject"; "Flat" clamps queries at the grid boundary. Typed index and volatility/smile enums are normalized; serialized values use native case-sensitive names. Unknown fields are rejected.

Returns:

Cube definition for construction during context initialization.

Return type:

VolatilityCubeConfiguration

static from_dict_list(obj: Mapping[str, Any]) → list[VolatilityCubeConfiguration]

Deserialize a collection of cube definitions.

Parameters:

obj (mapping or sequence of mappings) – One definition accepted by from_dict, a list of definitions, or an object with exactly one key wrapping that list.

Returns:

Definitions in input order, always returned as a list.

Return type:

list of VolatilityCubeConfiguration

keys() → list[str]

Return serialized field names; supports dict(obj).

to_dict() → dict[str, Any]

Serialize the cube's construction inputs.

Returns:

Native index, quote identifiers, volatility and smile conventions, and extrapolation policy, not interpolated volatility values.

Return type:

dict