Finance, Economics, Mathematics, Physics, Quantitative Finance.
ql.QuoteHandle(ql.SimpleQuote(risk_free_rate_eur)), day_count) # Initialize FX model spot_fx_rate = ql.QuoteHandle(ql.SimpleQuote(strike)) volatility_quote = ql.QuoteHandle(ql.SimpleQuote(volatility)) volatility_curve = ql.BlackConstantVol(calculation_date, calendar, volatility_quote, day_count)