Enum RateSmile 

pub enum RateSmile {
    Grid(RateVolSurface),
    Sabr(SabrVolSurface),
}

A rate smile as a registry holds it: a grid, or a SABR surface beside it.

Variants

Grid(RateVolSurface)

A grid of quoted vols, read by interpolation.

Sabr(SabrVolSurface)

A SABR model smile.

Trait Implementations

impl Clone for RateSmile

fn clone(&self) -> RateSmile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RateSmile

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

Formats the value using the given formatter.

impl From<RateVolSurface> for RateSmile

fn from(surface: RateVolSurface) -> Self

Converts to this type from the input type.

impl From<SabrVolSurface> for RateSmile

fn from(surface: SabrVolSurface) -> Self

Converts to this type from the input type.

impl PartialEq for RateSmile

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