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JointSsviCalibrationBounds

ferro_risk::surface

Struct JointSsviCalibrationBounds 

pub struct JointSsviCalibrationBounds { /* private fields */ }

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impl JointSsviCalibrationBounds

pub fn new( slice: SsviCalibrationBounds, eta_min: f64, eta_max: f64, gamma_min: f64, gamma_max: f64, power_law_a_min: f64, power_law_a_max: f64, power_law_b_min: f64, power_law_b_max: f64, mean_reverting_theta_inf_min: f64, mean_reverting_theta_inf_max: f64, mean_reverting_tau_min: f64, mean_reverting_tau_max: f64, ) -> Result<Self, FerroRiskError>

pub const fn slice(self) -> SsviCalibrationBounds

pub const fn eta_bounds(self) -> (f64, f64)

pub const fn gamma_bounds(self) -> (f64, f64)

pub const fn power_law_a_bounds(self) -> (f64, f64)

pub const fn power_law_b_bounds(self) -> (f64, f64)

pub const fn mean_reverting_theta_inf_bounds(self) -> (f64, f64)

pub const fn mean_reverting_tau_bounds(self) -> (f64, 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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