Function restate_matrix
fn restate_matrix(
atm: &RateVolSurface,
forwards: &[Vec<f64>],
spec: &SabrSpec,
) -> Result<Vec<(f64, f64)>, SabrCalibrationError>Expand description
An ATM matrix’s quotes restated in the spec’s convention at their forwards, node order, each with its restatement’s slope.