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SabrSmile

ferro_risk::surface

Struct SabrSmile 

pub struct SabrSmile { /* private fields */ }

Implementations§

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impl SabrSmile

pub fn new( expiry: SurfaceTenor, parameters: SabrParameters, ) -> Result<Self, FerroRiskError>

pub fn with_forward_anchor( expiry: SurfaceTenor, parameters: SabrParameters, forward_anchor: f64, ) -> Result<Self, FerroRiskError>

pub const fn expiry(self) -> SurfaceTenor

pub const fn parameters(self) -> SabrParameters

pub const fn forward_anchor(self) -> Option<f64>

pub fn black_vol( self, market: &SurfaceMarketContext, strike: f64, ) -> Result<f64, FerroRiskError>

Trait Implementations§

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impl Clone for SabrSmile

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fn clone(&self) -> SabrSmile

1.0.0 (const: )§

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

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impl Debug for SabrSmile

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

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impl PartialEq for SabrSmile

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

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

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impl SurfaceSmile for SabrSmile

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fn expiry(&self) -> SurfaceTenor

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fn black_vol( &self, market: &SurfaceMarketContext, strike: f64, ) -> Result<f64, FerroRiskError>

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fn effective_forward( &self, market: &SurfaceMarketContext, ) -> Result<f64, FerroRiskError>

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impl Copy for SabrSmile

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impl StructuralPartialEq for SabrSmile

Auto Trait Implementations§

Blanket 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<'a>(ptr: usize) -> &'a T

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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
where T: Clone,

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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
where U: Into<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>