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.