Struct InflationVolView 

pub struct InflationVolView<'a, R: Scalar> {
    grid: RateVolView<'a, R>,
    displacement: f64,
}

An inflation vol surface — year-on-year or zero-coupon CPI — lifted into mode R.

Fields

grid: RateVolView<'a, R>

displacement: f64

Implementations

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

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

The vol at expiry_years and strike — an absolute YoY rate on a YoY surface, an annualised zero-coupon rate on a CPI one.

pub fn convention(&self) -> VolConvention

The quoting convention.

pub fn displacement(&self) -> f64

The lognormal displacement; zero on a CPI surface.

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

The lifted node vols.

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

The derivative-free projection.

Trait Implementations

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

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

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

Formats the value using the given formatter.