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Module implied

Module implied 

Re-exports§

pub use heston::HestonCalibrationEvaluation;
pub use heston::HestonCalibrationQuote;
pub use heston::HestonCalibrationResidual;
pub use heston::HestonCalibrationSummary;
pub use heston::evaluate_heston_calibration_quotes;
pub use heston::evaluate_heston_surface_calibration_input;
pub use jump_diffusion::DeAmericanizationSummary;
pub use jump_diffusion::DeAmericanizedInput;
pub use jump_diffusion::JumpDiffusionCalibrationBounds;
pub use jump_diffusion::JumpDiffusionCalibrationDiagnostics;
pub use jump_diffusion::JumpDiffusionCalibrationEvaluation;
pub use jump_diffusion::JumpDiffusionCalibrationOutcome;
pub use jump_diffusion::JumpDiffusionCalibrationPolicy;
pub use jump_diffusion::JumpDiffusionCalibrationQuote;
pub use jump_diffusion::JumpDiffusionCalibrationResidual;
pub use jump_diffusion::JumpDiffusionCalibrationSummary;
pub use jump_diffusion::JumpDiffusionExpiryFit;
pub use jump_diffusion::JumpDiffusionObjectiveSpace;
pub use jump_diffusion::JumpPriorCrossCheck;
pub use jump_diffusion::JumpPriorCrossCheckPolicy;
pub use jump_diffusion::TiltEnvelopeSource;
pub use jump_diffusion::TiltIdentifiability;
pub use jump_diffusion::calibrate_jump_diffusion;
pub use jump_diffusion::calibrate_jump_diffusion_american;
pub use jump_diffusion::calibrate_jump_diffusion_any_exercise;
pub use jump_diffusion::de_americanize_surface_input;
pub use jump_diffusion::evaluate_jump_diffusion_calibration_quotes;
pub use jump_diffusion::evaluate_jump_diffusion_surface_calibration_input;
pub use jump_diffusion::jump_prior_cross_check;
pub use local_vol::LocalVolCalibrationEvaluation;
pub use local_vol::LocalVolCalibrationQuote;
pub use local_vol::LocalVolCalibrationResidual;
pub use local_vol::LocalVolCalibrationSummary;
pub use local_vol::evaluate_local_vol_calibration_quotes;
pub use local_vol::evaluate_local_vol_surface_calibration_input;
pub use normalised::normalised_black;
pub use normalised::normalised_vega;

Modules§

heston
jump_diffusion
local_vol
normalised

Structs§

DeAmericanizedQuote

Functions§

bisection_iv
de_americanize_quote
implied_vol
implied_vol_batch
implied_vol_from_normalised_price