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MarketLegs

helixrs::models::hw_calibration

Struct MarketLegs 

struct MarketLegs {
    underlyings: Vec<Underlying>,
    forwards: Vec<f64>,
    annuities: Vec<f64>,
    quotes: Vec<f64>,
    markets: Vec<f64>,
    surface_points: Vec<StripPoint>,
}
Expand description

The strip’s market legs: per point its underlying, ATM forward, annuity, quote and Bachelier price, against the passive view.

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§underlyings: Vec<Underlying>§forwards: Vec<f64>§annuities: Vec<f64>§quotes: Vec<f64>§markets: Vec<f64>§surface_points: Vec<StripPoint>

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