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ButterflyArbitrageViolation

ferro_risk::surface

Struct ButterflyArbitrageViolation 

pub struct ButterflyArbitrageViolation { /* private fields */ }

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impl ButterflyArbitrageViolation

pub fn new( expiry: SurfaceTenor, strikes: [f64; 3], total_variances: [f64; 3], severity: f64, ) -> Result<Self, FerroRiskError>

pub const fn expiry(self) -> SurfaceTenor

pub const fn left_strike(self) -> f64

pub const fn middle_strike(self) -> f64

pub const fn right_strike(self) -> f64

pub const fn left_total_variance(self) -> f64

pub const fn middle_total_variance(self) -> f64

pub const fn right_total_variance(self) -> f64

pub const fn severity(self) -> f64

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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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