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SurfaceSliceCalibrationParameters

ferro_risk::surface

Enum SurfaceSliceCalibrationParameters 

pub enum SurfaceSliceCalibrationParameters {
    SviRaw(SviRawParameters),
    SviNatural(SviNaturalParameters),
    Ssvi {
        theta: f64,
        rho: f64,
        phi: f64,
    },
    Sabr(SabrParameters),
}

Variants§

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SviRaw(SviRawParameters)

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SviNatural(SviNaturalParameters)

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Ssvi

Fields

§theta: f64
§rho: f64
§phi: f64
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Sabr(SabrParameters)

Trait Implementations§

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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