volcalc temperature selection

[marwashahin98]

Hello,

As I understand, when calculating the volatility values using the "calc_vol" function, the model estimates the temperature to be at 20 degrees Celsius by default. I would like to calculate volatility at a different temperature, 5 degrees for example. How could this be achieved?

Thanks for your feedback!

Marwa

[Aariq]

Hi Marwa,

Unfortunately it will involve some extensive changes to how volcalc works. We hope to implement this, but will need time. You could "subscribe" to the open issue we have for this to get updates: #41