Function on_strike_axis
fn on_strike_axis(
surface: RateVolSurface,
strike_axis: Named<StrikeAxis>,
) -> RateVolSurfaceExpand description
A surface moved onto the strike axis the caller named. Reading a smile at spreads to the at-the-money forward is the swaption market’s convention, so it is named at construction rather than derived from the numbers, which cannot tell a 1% strike from a 100bp spread.