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FittedNode

helixrs::calibration::sabr

Struct FittedNode 

struct FittedNode {
    fit: SabrSliceFit,
    theta: [f64; 3],
    rows: Vec<(QuoteRef, [f64; 3])>,
    held: [f64; 3],
}
Expand description

One fitted cube node: its diagnostics, its parameters, its rows against the cube’s quotes, and its response to a σ_ATM held from an ATM matrix.

Fields§

§fit: SabrSliceFit§theta: [f64; 3]§rows: Vec<(QuoteRef, [f64; 3])>§held: [f64; 3]

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