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build_implied_vol_surface

Function build_implied_vol_surface 

Source
pub fn build_implied_vol_surface(
    contracts: &[Box<EquityOption>],
) -> Result<VolSurface, RustyQLibError>
Expand description

Build an implied vol surface from quoted options. Quotes without a positive market price or violating arbitrage bounds are skipped (with a warning); at least one valid quote is required.