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.