Function term_vol_nodes
fn term_vol_nodes(
quotes: &[CapQuote],
build: &dyn Fn(NaiveDate) -> Result<InterestRateCapFloor, PricingError>,
view: &PricingView<'_, f64>,
) -> Result<Vec<(f64, f64)>, PricingError>Expand description
The term vol curve’s nodes: each quote at the time its cap actually matures — the last caplet’s payment, rolled as the schedule rolls it — so the cap ending there reads its own quote exactly.