Struct CalibrationParams 

pub struct CalibrationParams {
    pub param_bounds: Option<SVIParamBounds>,
    pub model_params: Option<Box<dyn ModelParams>>,
    pub reg_lambda: Option<f64>,
}

Configuration parameters for SVI model calibration.

Fields

param_bounds: Option<SVIParamBounds>

Custom parameter bounds (None for adaptive bounds)

model_params: Option<Box<dyn ModelParams>>

Optional model-specific parameters (type-erased)

reg_lambda: Option<f64>

Strength of temporal regularisation on raw parameters (λ). None = library default (1e-2) when an initial guess is supplied.

Implementations

impl CalibrationParams

pub fn conservative() -> Self

pub fn aggressive() -> Self

pub fn fast() -> Self

Trait Implementations

impl Debug for CalibrationParams

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

Formats the value using the given formatter.

impl Default for CalibrationParams

fn default() -> Self

Returns the “default value” for a type.