Source code for Smile.Implicitation.IMoneynessToStrikeSolver

[docs]class IMoneynessToStrikeSolver: """ General interface to compute the strike associated to a given moneyness. See Also -------- BlackScholesMoneynessToStrikeSolver: :class:`~Smile.Implicitation.BlackScholesMoneynessToStrikeSolver` """
[docs] def solve(self, moneyness: float) -> float: """ Solve for the strike associated to a given moneyness. Parameters ---------- moneyness : float The delta representation of the option's strike. Returns ------- strike : float The absolute strike equivalent to the inputted moneyness """ raise NotImplementedError("Method {0} is an abstract method of interface {1}".format(self.solve.__name__, self.__class__.__name__))