Function atm_cubic
fn atm_cubic<R: Scalar>(
formula: SabrFormula,
forward: R,
atm_vol: R,
expiry_years: f64,
beta: f64,
rho: R,
nu: R,
shift: f64,
) -> [R; 4]Expand description
The ATM cubic c₁α³ + c₂α² + c₃α + c₄ (West 2005) whose root is the α that
reproduces atm_vol at forward — σ_ATM(α) multiplied through by the
ATM factor. Coefficients in the mode.