Struct Vol 

pub struct Vol(pub String);

Implied volatility surface of one underlying, by symbol.

Stored behind Arc: cloning a market (the first step of every scenario bump) shares untouched surfaces instead of deep-copying them, and rebinding an instrument to a market is a refcount bump. Bumps are copy-on-write — a shocked surface is a new Arc, so snapshots stay immutable.

Tuple Fields

0: String

Trait Implementations

impl Clone for Vol

fn clone(&self) -> Vol

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Vol

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

Formats the value using the given formatter.

impl Eq for Vol

impl Hash for Vol

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 MarketKey for Vol

type Value = Arc<VolSurface>

The type a lookup with this key returns. Clone so a whole market can be cloned (the basis of scenario bumping: copy, then perturb).

impl PartialEq for Vol

fn eq(&self, other: &Vol) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for Vol