Enum SigmaPin 

pub enum SigmaPin {
    Flat(f64),
    Dated(Vec<(NaiveDate, f64)>),
}

The volatility MarketContext::with_hull_white pins: one flat value, or dated pieces (interval end, σ), the last extending flat beyond its date.

Variants

Flat(f64)

One volatility for all time, under HW-{CCY}-SIGMA.

Dated(Vec<(NaiveDate, f64)>)

One (end, σ) per piece, under HW-{CCY}-SIGMA-{end}.

Trait Implementations

impl Clone for SigmaPin

fn clone(&self) -> SigmaPin

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SigmaPin

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

Formats the value using the given formatter.

impl From<&[(NaiveDate, f64)]> for SigmaPin

fn from(pieces: &[(NaiveDate, f64)]) -> Self

Converts to this type from the input type.

impl From<Vec<(NaiveDate, f64)>> for SigmaPin

fn from(pieces: Vec<(NaiveDate, f64)>) -> Self

Converts to this type from the input type.

impl From<f64> for SigmaPin

fn from(sigma: f64) -> Self

Converts to this type from the input type.

impl PartialEq for SigmaPin

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