Trait ModelCalibrator 

pub trait ModelCalibrator: Send + Sync {
    // Required methods
    fn model_name(&self) -> &str;
    fn param_count(&self) -> usize;
    fn param_bounds(&self) -> &[(f64, f64)];
    fn evaluate_objective(&self, x: &[f64], data: &[MarketDataRow]) -> f64;
    fn price_options(
        &self,
        market_data: &[MarketDataRow],
        best_params: &[f64],
        config: &OptimizationConfig,
    ) -> Vec<PricingResult>;
    fn param_names(&self) -> Vec<&str>;
    fn as_any(&self) -> &dyn Any;

    // Provided methods
    fn set_prev_solution(&mut self, _prev_solution: Vec<f64>) { ... }
    fn set_temporal_reg_lambda(&mut self, _lambda: f64) { ... }
    fn expand_bounds_if_needed(
        &mut self,
        _params: &[f64],
        _proximity_threshold: f64,
        _expansion_factor: f64,
    ) -> bool { ... }
}

Model calibrator trait for parameter optimization

Required Methods

fn model_name(&self) -> &str

Returns the name of the model (e.g., “svi”)

fn param_count(&self) -> usize

How many parameters are in the model’s optimization vector

fn param_bounds(&self) -> &[(f64, f64)]

Returns the vector of (min, max) bounds for each parameter

fn evaluate_objective(&self, x: &[f64], data: &[MarketDataRow]) -> f64

Given a parameter vector x and data, returns the objective value

fn price_options( &self, market_data: &[MarketDataRow], best_params: &[f64], config: &OptimizationConfig, ) -> Vec<PricingResult>

Price options using the calibrated parameters

fn param_names(&self) -> Vec<&str>

Returns parameter names in the order they appear in the optimization vector

fn as_any(&self) -> &dyn Any

Support for downcasting

Provided Methods

fn set_prev_solution(&mut self, _prev_solution: Vec<f64>)

Set the previous solution for temporal regularization

fn set_temporal_reg_lambda(&mut self, _lambda: f64)

Set the lambda parameter for temporal regularization

fn expand_bounds_if_needed( &mut self, _params: &[f64], _proximity_threshold: f64, _expansion_factor: f64, ) -> bool

Expand internal parameter bounds if parameters are near current bounds. Returns true if any bound was adjusted.

Implementors

impl ModelCalibrator for SVIModelCalibrator