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JointSsviGlobals

ferro_risk::surface

Struct JointSsviGlobals 

pub struct JointSsviGlobals { /* private fields */ }

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impl JointSsviGlobals

pub const fn new( eta: f64, gamma: f64, rho: f64, theta_term_structure: ThetaTermStructure, theta_term_structure_params: ThetaTermStructureParams, scale_boundary_pinned: bool, butterfly_arbitrage_violations: Vec<ButterflyViolation>, butterfly_arbitrage_projections: Vec<ButterflyArbitrageProjection>, slice_bounds: SsviCalibrationBounds, ) -> Self

pub const fn eta(&self) -> f64

pub const fn gamma(&self) -> f64

pub const fn rho(&self) -> f64

pub const fn theta_term_structure(&self) -> ThetaTermStructure

pub const fn theta_term_structure_params(&self) -> &ThetaTermStructureParams

pub const fn scale_boundary_pinned(&self) -> bool

pub fn butterfly_arbitrage_violations(&self) -> &[ButterflyViolation]

pub fn butterfly_arbitrage_projections(&self) -> &[ButterflyArbitrageProjection]

pub const fn slice_bounds(&self) -> SsviCalibrationBounds

pub fn theta_at(&self, expiry: SurfaceTenor) -> f64

pub fn ideal_phi(&self, expiry: SurfaceTenor) -> f64

pub fn effective_phi(&self, expiry: SurfaceTenor) -> f64

pub fn effective_slice( &self, expiry: SurfaceTenor, ) -> Result<SsviSlice, FerroRiskError>

Trait Implementations§

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impl Clone for JointSsviGlobals

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fn clone(&self) -> JointSsviGlobals

1.0.0 (const: )§

fn clone_from(&mut self, source: &Self)

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impl Debug for JointSsviGlobals

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

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impl PartialEq for JointSsviGlobals

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fn eq(&self, other: &JointSsviGlobals) -> bool

1.0.0 (const: )§

fn ne(&self, other: &Rhs) -> bool

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impl StructuralPartialEq for JointSsviGlobals

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

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impl<T> CloneToUninit for T
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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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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impl<T> Pointable for T

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const ALIGN: usize

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type Init = T

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unsafe fn init(init: <T as Pointable>::Init) -> usize

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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

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unsafe fn drop(ptr: usize)

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impl<T> ToOwned for T
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type Owned = T

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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>