build_linear_iv

surface_lib::models::linear_iv::interp

Function build_linear_iv 

Source 
pub fn build_linear_iv(
    points: &[MarketDataRow],
    forward: f64,
    tte: f64,
    config: &LinearIvConfig,
) -> Result<LinearIvOutput>
Expand description

Main function to build complete linear IV output Orchestrates all the above functions to produce the final result