Enum PySigmaInput
pub(crate) enum PySigmaInput {
Flat(f64),
Pieces(Vec<(f64, f64)>),
}Expand description
A Hull-White volatility as Python states it: one float, or (t_end, σ)
pieces with interval ends in years, the last piece extending flat.
Variants§
Trait Implementations§
§impl<'py> FromPyObject<'py> for PySigmaInput
impl<'py> FromPyObject<'py> for PySigmaInput
§fn extract_bound(obj: &Bound<'py, PyAny>) -> PyResult<Self>
fn extract_bound(obj: &Bound<'py, PyAny>) -> PyResult<Self>
Auto Trait Implementations§
impl Freeze for PySigmaInput
impl RefUnwindSafe for PySigmaInput
impl Send for PySigmaInput
impl Sync for PySigmaInput
impl Unpin for PySigmaInput
impl UnsafeUnpin for PySigmaInput
impl UnwindSafe for PySigmaInput
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more