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SurfaceSmile

Trait SurfaceSmile 

pub trait SurfaceSmile {
    // Required methods
    fn expiry(&self) -> SurfaceTenor;
    fn black_vol(
        &self,
        market: &SurfaceMarketContext,
        strike: f64,
    ) -> Result<f64, FerroRiskError>;

    // Provided method
    fn effective_forward(
        &self,
        market: &SurfaceMarketContext,
    ) -> Result<f64, FerroRiskError> { ... }
}

Required Methods§

fn expiry(&self) -> SurfaceTenor

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

Provided Methods§

Implementations on Foreign Types§

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impl<T: SurfaceSmile + ?Sized> SurfaceSmile for &T

Implementors§