Function check_shape
fn check_shape(
forwards: &[Vec<f64>],
grid: &RateVolSurface,
what: &str,
) -> Result<(), SabrCalibrationError>Expand description
Checks forwards has one row per expiry and one value per tenor.
fn check_shape(
forwards: &[Vec<f64>],
grid: &RateVolSurface,
what: &str,
) -> Result<(), SabrCalibrationError>Checks forwards has one row per expiry and one value per tenor.