Enum StrategyQuote 

enum StrategyQuote {
    Lognormal(CurrencyPair),
    Normal(Currency),
    LognormalRate(Currency),
}

What one strategy quotes under: the formula and the market it shares. Two legs belong to one strategy when these are equal.

Variants

Lognormal(CurrencyPair)

FX options on one pair, Black-76 on the parity forward.

Normal(Currency)

Swaptions on one currency’s normal surface, Bachelier.

LognormalRate(Currency)

Swaptions on one currency’s lognormal surface, Black-76.

Implementations

impl StrategyQuote

fn bracket(self) -> (f64, f64)

The vol bracket the solve searches: relative vols for a lognormal quote, rate units for a normal one.

Trait Implementations

impl Clone for StrategyQuote

fn clone(&self) -> StrategyQuote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for StrategyQuote

impl Debug for StrategyQuote

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

Formats the value using the given formatter.

impl Eq for StrategyQuote

impl PartialEq for StrategyQuote

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