Enum SmileComponent 

pub enum SmileComponent {
    RiskReversal,
    Butterfly,
}

The part of an FX smile a smile-shape leg moves.

FX options are quoted as an at-the-money vol, a 25-delta risk reversal — the call’s vol less the put’s — and a 25-delta butterfly — the wings’ average less ATM. A node’s side is its quote: a call quote is the call wing, a put quote the put wing, and the ATM quote moves with neither.

Variants

RiskReversal

A move s adds s/2 to the call wing and takes s/2 off the put wing.

Butterfly

A move s adds s to both wings.

Implementations

impl SmileComponent

fn at(self, quote: DeltaQuote, s: f64) -> f64

What a move s adds to the node quote names: nothing at ATM.

fn prefix(self) -> &'static str

The selector’s prefix: fx_rr or fx_bf.

Trait Implementations

impl Clone for SmileComponent

fn clone(&self) -> SmileComponent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SmileComponent

impl Debug for SmileComponent

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

Formats the value using the given formatter.

impl Eq for SmileComponent

impl Hash for SmileComponent

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for SmileComponent

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