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.