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sabr_vol

Function sabr_vol 

pub(crate) fn sabr_vol(
    formula: Named<SabrFormula>,
    forward: f64,
    strike: f64,
    expiry_years: f64,
    alpha: f64,
    beta: f64,
    rho: f64,
    nu: f64,
    shift: f64,
) -> PyResult<f64>
Expand description

One point of a SABR smile: the vol at strike for forward and expiry_years, in formula’s convention.