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StaticArbitrageCheckPolicy

ferro_risk::surface

Struct StaticArbitrageCheckPolicy 

pub struct StaticArbitrageCheckPolicy { /* private fields */ }

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impl StaticArbitrageCheckPolicy

pub fn new( butterfly_tolerance: f64, calendar_tolerance: f64, ) -> Result<Self, FerroRiskError>

pub const fn butterfly_tolerance(self) -> f64

pub const fn calendar_tolerance(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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