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fit_cube

Function fit_cube 

fn fit_cube(
    cube: &RateVolSurface,
    forwards: &[Vec<f64>],
    spec: &SabrSpec,
    held: impl Fn(usize, usize) -> Option<f64>,
) -> Result<Vec<FittedNode>, SabrCalibrationError>
Expand description

Fits every node of the smiled cube, σ_ATM held where held gives one.