I have created a local volatility surface with the local_volatility_model (taken from tensorflow quant_finance.models) using the following code:
lv = tf_quant_finance.experimental.local_volatility.LocalVolatilityModel.from_market_data(dim, val_date, expiries, strikes, iv, spot, df1, [0.0], dtype=dtype)
and the code run seemingly correct, but I am unable to:
- plot the lv surface
- see the values of the volatilities in the lv surface for different strikes and time values. Thanks for any suggestion Giovanni
I was not able to find in the documentation the commands (or examples) to plot the surface and to show the local volatility surface values