Struct SurfaceValidity 

pub struct SurfaceValidity {
    pub strike_tolerance: f64,
    pub maturity_tolerance_years: f64,
}

How far outside the quoted grid the surface still answers.

Fields

strike_tolerance: f64

Multiples of the quoted strike range that may be exceeded on either side. 0.0 refuses any strike outside the grid, f64::INFINITY never refuses.

maturity_tolerance_years: f64

Years beyond the last quoted maturity that may still be asked for.

Trait Implementations

impl Clone for SurfaceValidity

fn clone(&self) -> SurfaceValidity

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SurfaceValidity

impl Debug for SurfaceValidity

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

Formats the value using the given formatter.

impl Default for SurfaceValidity

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for SurfaceValidity

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for SurfaceValidity

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for SurfaceValidity

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for SurfaceValidity