evaluate_svi

Function evaluate_svi 

Source
pub fn evaluate_svi(
    data: Vec<MarketDataRow>,
    params: SVIParams,
    calib_params: CalibrationParams,
) -> Result<f64>
Expand description

Evaluate the SVI calibration objective for a fixed parameter set.

This produces exactly the same loss value that calibrate_svi minimises internally, honouring any ATM-boost and vega-weighting settings embedded in calib_params. It enables external callers (e.g. live monitoring) to measure model fit quality without re-running the optimiser.