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implied_belief_volatility_batch

Function implied_belief_volatility_batch 

Source
pub fn implied_belief_volatility_batch(
    bid_p: &[f64],
    ask_p: &[f64],
    q_t: &[f64],
    gamma: &[f64],
    tau: &[f64],
    k: &[f64],
    out_sigma_b: &mut [f64],
)
Expand description

q_t is retained in the API for model-shape consistency with the rest of the analytics surface, but the current calibration formula depends only on the observed spread, gamma, tau, and k.