Struct SviModelParams 

pub struct SviModelParams {
    pub atm_boost_factor: f64,
    pub use_vega_weighting: bool,
}

Parameters that influence the SVI calibrator.

Fields

atm_boost_factor: f64

Exponential weight multiplier for ATM options in the objective function.

The weight applied to an observation is computed as `exp(-atm_boost_factor

• |k|)wherek` is log-moneyness. A higher value therefore increases the relative importance of points close to ATM.

use_vega_weighting: bool

Whether to multiply the objective weight by option vega. Setting this to false makes every strike contribute equally (after ATM weighting).

Trait Implementations

impl Clone for SviModelParams

fn clone(&self) -> SviModelParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SviModelParams

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

Formats the value using the given formatter.

impl Default for SviModelParams

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for SviModelParams

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl ModelParams for SviModelParams

fn as_any(&self) -> &dyn Any

Returns the boxed value as &dyn Any so that callers can attempt a concrete downcast_ref::<T>() when the concrete type is known.

impl Serialize for SviModelParams

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

where __S: Serializer,

Serialize this value into the given Serde serializer.