Skip to main content

surface_smile_risk_metrics

Function surface_smile_risk_metrics 

pub fn surface_smile_risk_metrics<S: SurfaceSmile + ?Sized>(
    smile: &S,
    market: &SurfaceMarketContext,
    convention: SurfaceDeltaConvention,
    model: PricingModel,
    policy: SurfaceSmileDeltaSelectionPolicy,
    listed_strikes: &[f64],
) -> Result<SurfaceSmileRiskMetrics, FerroRiskError>