pub fn calibrate<'a>(
local_vol: &'a LocalVol<'a>,
heston: &HestonParams,
s0: f64,
r: f64,
q: f64,
horizon: f64,
cfg: &SlvConfig,
) -> Slv<'a>Expand description
Calibrate the leverage function to local_vol out to horizon
years: forward simulation with per-step binning of E[v | S].
Deterministic for a given config.