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calibrate_jump_diffusion_any_exercise

ferro_risk::implied::jump_diffusion

Function calibrate_jump_diffusion_any_exercise

pub fn calibrate_jump_diffusion_any_exercise(
    input: &SurfaceCalibrationInput,
    policy: &JumpDiffusionCalibrationPolicy,
    prior: &JumpAssumption,
    cross_check: Option<JumpPriorCrossCheck>,
) -> Result<(JumpDiffusionCalibrationOutcome, DeAmericanizationSummary), FerroRiskError>