surface_lib::models::svi::svi_calibrator

Struct SVIParamBounds

pub struct SVIParamBounds {
    pub a: (f64, f64),
    pub b: (f64, f64),
    pub rho: (f64, f64),
    pub m: (f64, f64),
    pub sigma: (f64, f64),
}

Expand description

Structure to hold parameter bounds for the SVI model calibration

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§a: (f64, f64)

Vertical shift parameter bounds (controls ATM variance level)

§b: (f64, f64)

Slope factor bounds (controls overall variance level)

§rho: (f64, f64)

Asymmetry parameter bounds (skew, must be in (-1, 1))

§m: (f64, f64)

Horizontal shift parameter bounds (ATM location)

§sigma: (f64, f64)

Curvature parameter bounds (controls smile curvature, must be > 0)

Trait Implementations§

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impl Clone for SVIParamBounds

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fn clone(&self) -> SVIParamBounds

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Debug for SVIParamBounds

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

Formats the value using the given formatter. Read more

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impl Default for SVIParamBounds

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fn default() -> Self

Returns the “default value” for a type. Read more

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impl<'de> Deserialize<'de> for SVIParamBounds

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fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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impl From<&[(f64, f64)]> for SVIParamBounds

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fn from(bounds: &[(f64, f64)]) -> Self

Converts to this type from the input type.

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impl Serialize for SVIParamBounds

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fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

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impl UnwindSafe for SVIParamBounds

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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