Function zero_coupon_optionlet 

pub(crate) fn zero_coupon_optionlet<R: Scalar>(
    vols: &InflationVolView<'_, R>,
    forward: R,
    ratio_strike: f64,
    rate_strike: f64,
    time: f64,
    kind: OptionKind,
) -> Result<R, ModelError>

The undiscounted zero-coupon inflation option on the index ratio: ω a call or put on forward = I(T)/I(T0) at the ratio strike ratio_strike = (1+k)^τ, the vol read at time and the annualised strike rate_strike = k — Black-76 on the ratio on a lognormal surface, Bachelier on it on a normal one — or the intrinsic value when time is not positive.

Errors

crate::models::analytic::ModelError where a lognormal surface meets a non-positive forward or ratio strike.