Struct CreditVolView 

pub struct CreditVolView<'a, R: Scalar> {
    data: &'a CreditVolSurface,
    params: Cow<'a, [R]>,
}

A credit vol surface lifted into mode R.

Fields

data: &'a CreditVolSurface

params: Cow<'a, [R]>

Implementations

impl<'a, R: Scalar> CreditVolView<'a, R>

pub fn vol(&self, expiry_years: f64) -> R

The vol at expiry_years, a passive coordinate: flat in vol beyond the quoted expiries, linear in total variance between them.

pub fn parameters(&self) -> &[R]

The lifted vols, in parameter order.

pub fn passive(&self) -> CreditVolView<'a, f64>

The derivative-free projection.

Trait Implementations

impl<'a, R: Clone + Scalar> Clone for CreditVolView<'a, R>

fn clone(&self) -> CreditVolView<'a, R>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a, R: Debug + Scalar> Debug for CreditVolView<'a, R>

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

Formats the value using the given formatter.