Enum VolSurfaceId 

pub enum VolSurfaceId {
    Fx(CurrencyPair),
    Swaption(Currency),
    Cap(Currency),
    BondYield(String),
    Credit(CreditCurveId),
    YoyInflation(String),
    CpiInflation(String),
    FutureOption(ListedFutureId),
    Equity(String),
}

A volatility surface, by the store it is pinned in and its key.

The identity a vol scenario selects by — the surface-level counterpart of the node keys (FxVolNode, RateVolNode, CapVolNode, BondYieldVolNode, CreditVolNode) a vega ladder reports.

Variants

Fx(CurrencyPair)

A pair’s delta-quoted FX vol surface.

Swaption(Currency)

A currency’s swaption vol surface.

Cap(Currency)

A currency’s cap vol surface.

BondYield(String)

A bond yield vol surface, keyed by a currency code or by the security an option names.

Credit(CreditCurveId)

A credit name’s CDS option vol surface — a single name’s entity or an index’s code.

YoyInflation(String)

A price index’s year-on-year inflation optionlet vol surface.

CpiInflation(String)

A price index’s zero-coupon CPI option vol surface.

FutureOption(ListedFutureId)

A listed future’s option vol surface — every option exercising into that contract, serial and quarterly, reads it.

Equity(String)

An equity’s option vol surface, by the name the market quotes its spot under: listed expiry dates × absolute strikes.

Implementations

impl VolSurfaceId

pub fn axis(&self) -> RiskAxis

The risk axis the surface’s nodes report on.

impl VolSurfaceId

fn as_ref(&self) -> VolSurfaceIdRef<'_>

Trait Implementations

impl Clone for VolSurfaceId

fn clone(&self) -> VolSurfaceId

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolSurfaceId

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

Formats the value using the given formatter.

impl Display for VolSurfaceId

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

Formats the value using the given formatter.

impl Eq for VolSurfaceId

impl FromStr for VolSurfaceId

The inverse of Display.

type Err = VolSurfaceIdParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for VolSurfaceId

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for VolSurfaceId

fn cmp(&self, other: &VolSurfaceId) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for VolSurfaceId

fn eq(&self, other: &VolSurfaceId) -> 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 PartialOrd for VolSurfaceId

fn partial_cmp(&self, other: &VolSurfaceId) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl StructuralPartialEq for VolSurfaceId