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LocalVolSurfaceGrid

ferro_risk::surface

Struct LocalVolSurfaceGrid 

pub struct LocalVolSurfaceGrid { /* private fields */ }

Implementations§

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impl LocalVolSurfaceGrid

pub fn from_dupire_grid( market: SurfaceMarketContext, grid: DupireExtractionGrid, ) -> Result<Self, FerroRiskError>

pub fn from_vol_surface<S: VolSurface>( surface: &S, market: &SurfaceMarketContext, expiries: &[f64], log_moneyness: &[f64], policy: &DupireExtractionPolicy, ) -> Result<Self, FerroRiskError>

pub const fn market(&self) -> &SurfaceMarketContext

pub fn expiries(&self) -> &[f64]

pub fn log_moneyness(&self) -> &[f64]

pub fn local_variance(&self) -> &[Vec<f64>]

pub fn points(&self) -> &[DupireLocalVolPoint]

pub const fn diagnostics(&self) -> &DupireExtractionDiagnostics

pub fn local_variance_at( &self, expiry: f64, strike: f64, ) -> Result<f64, FerroRiskError>

pub fn local_volatility_at( &self, expiry: f64, strike: f64, ) -> Result<f64, FerroRiskError>

Trait Implementations§

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impl Clone for LocalVolSurfaceGrid

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fn clone(&self) -> LocalVolSurfaceGrid

1.0.0 (const: )§

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

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impl Debug for LocalVolSurfaceGrid

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

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impl PartialEq for LocalVolSurfaceGrid

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

1.0.0 (const: )§

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

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impl StructuralPartialEq for LocalVolSurfaceGrid

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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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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type Owned = T

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

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type Error = Infallible

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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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