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SurfaceDeltaStrikeSelectionRequest

ferro_risk::surface

Struct SurfaceDeltaStrikeSelectionRequest 

pub struct SurfaceDeltaStrikeSelectionRequest { /* private fields */ }

Implementations§

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impl SurfaceDeltaStrikeSelectionRequest

pub fn new( expiry: SurfaceTenor, absolute_delta: f64, option_type: OptionType, convention: SurfaceDeltaConvention, volatility: f64, model: PricingModel, ) -> Result<Self, FerroRiskError>

pub const fn expiry(&self) -> SurfaceTenor

pub const fn absolute_delta(&self) -> f64

pub const fn option_type(&self) -> OptionType

pub const fn convention(&self) -> SurfaceDeltaConvention

pub const fn volatility(&self) -> f64

pub const fn model(&self) -> &PricingModel

pub const fn coordinate(&self) -> SurfaceDeltaCoordinate

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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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