Enum VolSurface 

enum VolSurface {
    Fx(FxVolSurface),
    Rate(RateVolSurface),
    Credit(CreditVolSurface),
    Yoy(YoyVolSurface),
    Cpi(CpiVolSurface),
    FutureOption(FutureOptionVolSurface),
    Sabr(SabrVolSurface),
}

One vol surface as the store holds it: the payload a VolSurfaceId maps to. The three RateVolSurface registries — swaption, cap, bond yield — share one arm and are told apart by the identity alone, which is what lets the seven former stores be one map.

Variants

Fx(FxVolSurface)

Rate(RateVolSurface)

Credit(CreditVolSurface)

Yoy(YoyVolSurface)

Cpi(CpiVolSurface)

FutureOption(FutureOptionVolSurface)

Sabr(SabrVolSurface)

Implementations

impl VolSurface

fn parameters(&self) -> &[f64]

The node vols, end to end — what the lift carries for this surface.

fn fx(&self) -> Option<&FxVolSurface>

fn rate(&self) -> Option<&RateVolSurface>

fn smile(&self) -> Option<RateSmileRef<'_>>

fn credit(&self) -> Option<&CreditVolSurface>

fn yoy(&self) -> Option<&YoyVolSurface>

fn cpi(&self) -> Option<&CpiVolSurface>

fn future_option(&self) -> Option<&FutureOptionVolSurface>

Trait Implementations

impl Clone for VolSurface

fn clone(&self) -> VolSurface

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolSurface

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

Formats the value using the given formatter.

impl PartialEq for VolSurface

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