Skip to main content

evaluate_local_vol_calibration_quotes

ferro_risk::implied::local_vol

Function evaluate_local_vol_calibration_quotes

pub fn evaluate_local_vol_calibration_quotes(
    quotes: &[LocalVolCalibrationQuote],
    surface: &LocalVolSurfaceGrid,
    policy: LocalVolKernelPolicy,
) -> Result<LocalVolCalibrationEvaluation, FerroRiskError>