Struct SabrSliceRecord 

pub struct SabrSliceRecord {
    pub(crate) node: usize,
    pub(crate) quotes: Vec<(QuoteRef, [f64; 3])>,
}

One node’s fit: which grid quotes its parameters depend on, and d(σ_ATM, ρ, ν)/d(quote) for each.

Fields

node: usize

The node’s position, expiry-major.

quotes: Vec<(QuoteRef, [f64; 3])>

Per quote, d(σ_ATM, ρ, ν)/d(quote), against the grid’s own quote in its own convention.

Implementations

impl SabrSliceRecord

fn add(&mut self, quote: QuoteRef, row: [f64; 3])

Adds row to the quote quote’s entry.

Trait Implementations

impl Clone for SabrSliceRecord

fn clone(&self) -> SabrSliceRecord

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SabrSliceRecord

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

Formats the value using the given formatter.

impl PartialEq for SabrSliceRecord

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