Skip to main content

write_credit_vol

Function write_credit_vol 

fn write_credit_vol(
    f: &mut Formatter<'_>,
    credit: &CreditCurveId,
    expiry_bp: u32,
) -> Result
Expand description

One inflation vol node’s label: "<kind> inflation vol INDEX 5y", with @ 2% where the surface carries a strike column.