class_docstr: Holds data for an FX vol surface and also interpolates vol surface,
  converts strikes to implied vols etc.
class_docstr_tok: ["Holds","data","for","an","FX","vol","surface","and","also","interpolates","vol","surface",",","converts","strikes","to","implied","vols","etc","."]
docstr: Calculates the implied_vol volatility for a given strike and tenor (or expiry date, if specified). The
  expiry date/broken dates are intepolated linearly in variance space.
  
  Parameters
  ----------
  K : float
      Strike for which to find implied_vol volatility
  
  expiry_date : str (optional)
      Expiry date of option
  
  tenor : str (optional)
      Tenor of option
  
      default - "1M"
  
  Returns
  -------
  float
docstr_tok: ["Calculates","the","implied_vol","volatility","for","a","given","strike","and","tenor","(","or","expiry","date",",","if","specified",")",".","The","expiry","date\/broken","dates","are","intepolated","linearly","in","variance","space",".","Parameters","--","--","--","--","--","K",":","float","Strike","for","which","to","find","implied_vol","volatility","expiry_date",":","str","(","optional",")","Expiry","date","of","option","tenor",":","str","(","optional",")","Tenor","of","option","default","-","``","1M","''","Returns","--","--","--","-","float"]
code: def calculate_vol_for_strike_expiry(
      self, K, expiry_date=None, tenor="1M"
  ):
      """Calculates the implied_vol volatility for a given strike and tenor (or expiry date, if specified). The
      expiry date/broken dates are intepolated linearly in variance space.
  
      Parameters
      ----------
      K : float
          Strike for which to find implied_vol volatility
  
      expiry_date : str (optional)
          Expiry date of option
  
      tenor : str (optional)
          Tenor of option
  
          default - "1M"
  
      Returns
      -------
      float
      """
  
      if expiry_date is not None:
          expiry_date = self._findate(
              self._market_util.parse_date(expiry_date)
          )
          try:
              return self._fin_fx_vol_surface.vol_from_strike_dt(
                  K, expiry_date
              )
          except:
              return (
                  self._fin_fx_vol_surface.volatility_from_strike_date(
                      K, expiry_date
                  )
              )
      else:
          try:
              tenor_index = self._get_tenor_index(tenor)
              return self.get_vol_from_quoted_tenor(K, tenor_index)
          except:
              pass
  
      return None
  
imports: import pandas
  import numpy
  from financepy.market.curves.discount_curve_flat import DiscountCurveFlat
  from financepy.utils.date import Date
  from financepy.market.volatility.fx_vol_surface_plus import FXVolSurfacePlus
  from financepy.market.volatility.fx_vol_surface_plus import FinFXATMMethod
  from financepy.market.volatility.fx_vol_surface_plus import FinFXDeltaMethod
  from financepy.market.volatility.fx_vol_surface_plus import vol_function
  from financepy.market.volatility.fx_vol_surface_plus import VolFunctionTypes
  from financepy.utils.global_types import FinSolverTypes
  from findatapy.util.dataconstants import DataConstants
  from finmarketpy.curve.volatility.abstractvolsurface import AbstractVolSurface
  from finmarketpy.util.marketconstants import MarketConstants
  from finmarketpy.util.marketutil import MarketUtil
label_desc: Use image node_id 3 for calling the FXVolSurface obj's underlying member method code with example usage: obj.calculate_vol_for_strike_expiry(K, expiry_date, tenor) and returns: None, self, self, self