Enum SigmaShape 

pub enum SigmaShape {
    Flat,
    Piecewise,
}

The shape a Hull-White volatility is calibrated in.

Variants

Flat

One constant σ, fitted by least squares over the strip.

Piecewise

One piece per strip expiry, bootstrapped so every point reprices.

Implementations

impl SigmaShape

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

Trait Implementations

impl Clone for SigmaShape

fn clone(&self) -> SigmaShape

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SigmaShape

impl Debug for SigmaShape

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

Formats the value using the given formatter.

impl Eq for SigmaShape

impl FromStr for SigmaShape

type Err = VocabularyParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl PartialEq for SigmaShape

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