Function read_smile_in
fn read_smile_in<R: Scalar>(
quotes: &[DeltaQuote],
vols: &[R],
expiry: f64,
strike: f64,
forward: R,
df_base: R,
convention: DeltaConvention,
) -> Result<R, FxVolError>Expand description
The vol at strike on a smile whose node vols are vols in the mode:
every node placed at its strike, then linear in ln(K/F) between the
adjacent node strikes and flat beyond the wings. A single node is the
whole smile.