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calibrate_sabr

Function calibrate_sabr 

pub(crate) fn calibrate_sabr(
    py: Python<'_>,
    grid: &PyRateVolSurface,
    forwards: Vec<Vec<f64>>,
    spec: &PySabrSpec,
) -> PyResult<PySabrFit>
Expand description

Fits SABR to every node of the smiled grid, each at its forward — forwards[expiry][tenor] — under spec.