Struct SabrFitRecord 

pub struct SabrFitRecord {
    pub(crate) slices: Vec<SabrSliceRecord>,
}

What a fitted SABR surface keeps of its calibration: per node, the quotes it was fitted to and the Jacobian of its parameters with respect to them.

Fields

slices: Vec<SabrSliceRecord>

Implementations

impl SabrFitRecord

pub(crate) fn slice(&self, node: usize) -> Option<&SabrSliceRecord>

The slice that fitted node node, if any.

Trait Implementations

impl Clone for SabrFitRecord

fn clone(&self) -> SabrFitRecord

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SabrFitRecord

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

Formats the value using the given formatter.

impl PartialEq for SabrFitRecord

fn eq(&self, other: &SabrFitRecord) -> 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 SabrFitRecord