Enum PySabrFormula 

pub(crate) enum PySabrFormula {
    HaganLognormal,
    HaganNormal,
    NormalBetaZero,
}

The expansion a SABR smile is read under: Hagan’s lognormal (HaganLognormal), Hagan’s normal (HaganNormal), or the normal β = 0 form that reads a negative forward (NormalBetaZero).

Variants

HaganLognormal

HaganNormal

NormalBetaZero

Implementations

impl PySabrFormula

fn member(self) -> &'static str

The member’s Python spelling.

impl PySabrFormula

fn __repr__(&self) -> String

fn __str__(&self) -> String

fn code(&self) -> String

The core’s canonical code — the string the parser would take.

Trait Implementations

impl Clone for PySabrFormula

fn clone(&self) -> PySabrFormula

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PySabrFormula

impl Debug for PySabrFormula

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

Formats the value using the given formatter.

impl Eq for PySabrFormula

impl From<PySabrFormula> for SabrFormula

fn from(value: PySabrFormula) -> Self

Converts to this type from the input type.

impl From<SabrFormula> for PySabrFormula

fn from(value: SabrFormula) -> Self

Converts to this type from the input type.

impl Hash for PySabrFormula

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoPy<Py<PyAny>> for PySabrFormula

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for PySabrFormula

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for PySabrFormula

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PySabrFormula

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PySabrFormula>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::ImmutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PySabrFormula

type Holder = Option<PyRef<'py, PySabrFormula>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<PySabrFormula> for PyClassImplCollector<PySabrFormula>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PySabrFormula

const NAME: &'static str = "SabrFormula"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl StructuralPartialEq for PySabrFormula