IQLUnderlyingVolatilityEstimator

QuantConnect.Securities.Option.IQLUnderlyingVolatilityEstimator

Defines QuantLib underlying volatility estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones.

is_ready

is_ready: bool

Indicates whether volatility model is warmed up or no

estimate

estimate(
    security: Security,
    slice: Slice,
    contract: OptionContract,
) -> float

Returns current estimate of the underlying volatility

Parameters:

Name	Type	Description	Default
security	Security	The option security object	required
slice	Slice	The current data slice. This can be used to access other information available to the algorithm	required
contract	OptionContract	The option contract to evaluate	required

Returns:

Type	Description
float	Volatility.