Struct SabrFit 

pub struct SabrFit {
    pub surface: SabrVolSurface,
    pub slices: Vec<SabrSliceFit>,
}

A fitted surface and its slices.

Fields

surface: SabrVolSurface

The SABR surface, carrying its fit record.

slices: Vec<SabrSliceFit>

Each slice’s fit, node order (expiry-major).

Implementations

impl SabrFit

pub fn diagnostics(&self) -> Records

One row per fitted slice, node order: the slice’s node and forward, its parameters, its fit quality, and its checks — atm reading held or fitted, accepted and butterfly reading true or false.

Trait Implementations

impl Clone for SabrFit

fn clone(&self) -> SabrFit

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SabrFit

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for SabrFit

fn eq(&self, other: &SabrFit) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for SabrFit