Struct PySabrSpec 

pub struct PySabrSpec {
    pub(crate) inner: SabrSpec,
}

How a grid is fitted to SABR: the formula, β and the shift, all stated, and the acceptance — the RMS vol error as a fraction of a slice’s mean quote — with the Halton restarts a slice may spend reaching it.

Fields

inner: SabrSpec

Implementations

impl PySabrSpec

fn __repr__(&self) -> String

fn new( formula: Named<SabrFormula>, beta: f64, shift: f64, accept: f64, max_restarts: usize, ) -> PyResult<Self>

fn formula(&self) -> String

The formula’s spelling.

fn beta(&self) -> f64

The CEV exponent.

fn shift(&self) -> f64

The displacement.

fn accept(&self) -> f64

The acceptance, as a fraction of a slice’s mean quote.

fn max_restarts(&self) -> usize

The Halton restarts a slice may spend.

Trait Implementations

impl Clone for PySabrSpec

fn clone(&self) -> PySabrSpec

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PySabrSpec

impl IntoPy<Py<PyAny>> for PySabrSpec

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

Performs the conversion.

impl PyClass for PySabrSpec

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PySabrSpec

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<PySabrSpec>

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 PyClassNewTextSignature<PySabrSpec> for PyClassImplCollector<PySabrSpec>

fn new_text_signature(self) -> Option<&'static str>

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

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

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

impl PyMethods<PySabrSpec> for PyClassImplCollector<PySabrSpec>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PySabrSpec

const NAME: &'static str = "SabrSpec"

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.