Struct SurfaceMarketContext 

pub struct SurfaceMarketContext { /* private fields */ }

Implementations

impl SurfaceMarketContext

pub fn new( underlying_symbol: impl Into<String>, spot: f64, reference_forward: Option<f64>, rate: f64, dividend_yield: f64, quote_time_unix_millis: Option<u64>, ) -> Result<Self, FerroRiskError>

pub fn with_per_tenor_forward_overrides( self, overrides: SurfacePerTenorForwards, ) -> Self

pub fn per_tenor_forward_overrides(&self) -> &SurfacePerTenorForwards

pub fn underlying_symbol(&self) -> &str

pub const fn spot(&self) -> f64

pub const fn reference_forward(&self) -> Option<f64>

pub const fn rate(&self) -> f64

pub const fn dividend_yield(&self) -> f64

pub const fn quote_time_unix_millis(&self) -> Option<u64>

pub fn forward_for_expiry( &self, expiry: SurfaceTenor, ) -> Result<f64, FerroRiskError>

pub fn discount_factor_for_expiry( &self, expiry: SurfaceTenor, ) -> Result<f64, FerroRiskError>

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

Trait Implementations

impl Clone for SurfaceMarketContext

fn clone(&self) -> SurfaceMarketContext

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

impl Debug for SurfaceMarketContext

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

impl PartialEq for SurfaceMarketContext

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

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

impl StructuralPartialEq for SurfaceMarketContext