Struct QuoteRef
pub(crate) struct QuoteRef {
pub(crate) expiry: f64,
pub(crate) tenor: f64,
pub(crate) coordinate: Option<f64>,
}Expand description
One grid quote a fit read: its node, and its strike coordinate on the grid’s own axis — none for an ATM matrix, which quotes no smile.
Fields§
§expiry: f64The quote’s expiry, in years.
tenor: f64The quote’s tenor, in years.
coordinate: Option<f64>The strike or spread column, where the grid carries a smile.
Trait Implementations§
impl Copy for QuoteRef
impl StructuralPartialEq for QuoteRef
Auto Trait Implementations§
impl Freeze for QuoteRef
impl RefUnwindSafe for QuoteRef
impl Send for QuoteRef
impl Sync for QuoteRef
impl Unpin for QuoteRef
impl UnsafeUnpin for QuoteRef
impl UnwindSafe for QuoteRef
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more