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ButterflyArbitrageProjection

ferro_risk::surface

Struct ButterflyArbitrageProjection 

pub struct ButterflyArbitrageProjection { /* private fields */ }

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impl ButterflyArbitrageProjection

pub const fn new( expiry: SurfaceTenor, phi_before: f64, phi_after: f64, max_g_violation_before: f64, ) -> Self

pub const fn expiry(&self) -> SurfaceTenor

pub const fn phi_before(&self) -> f64

pub const fn phi_after(&self) -> f64

pub const fn max_g_violation_before(&self) -> f64

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fn borrow_mut(&mut self) -> &mut T

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where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

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