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 delta call and expiry date. The
  expiry date/broken dates are intepolated linearly in variance space.
  
  Parameters
  ----------
  delta_call : float
      Delta for the strike for which to find implied volatility
  
  expiry_date : str (optional)
      Expiry date of option
  
  Returns
  -------
  float
docstr_tok: ["Calculates","the","implied_vol","volatility","for","a","given","delta","call","and","expiry","date",".","The","expiry","date\/broken","dates","are","intepolated","linearly","in","variance","space",".","Parameters","--","--","--","--","--","delta_call",":","float","Delta","for","the","strike","for","which","to","find","implied","volatility","expiry_date",":","str","(","optional",")","Expiry","date","of","option","Returns","--","--","--","-","float"]
code: def calculate_vol_for_delta_expiry(
      self, delta_call, expiry_date=None
  ):
      """Calculates the implied_vol volatility for a given delta call and expiry date. The
      expiry date/broken dates are intepolated linearly in variance space.
  
      Parameters
      ----------
      delta_call : float
          Delta for the strike for which to find implied volatility
  
      expiry_date : str (optional)
          Expiry date of option
  
      Returns
      -------
      float
      """
      if expiry_date is not None:
          expiry_date = self._findate(
              self._market_util.parse_date(expiry_date)
          )
          return self._fin_fx_vol_surface.volatilityFromDeltaDate(
              delta_call, expiry_date
          )
  
      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 4 for calling the FXVolSurface obj's underlying member method code with example usage: obj.calculate_vol_for_delta_expiry(delta_call, expiry_date) and returns: None, self