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Function sample_vol_surface

src/data/volsurface.rs:924–956  ·  view source on GitHub ↗
(base: DateDayFraction)

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Callers 9

vol_by_probability_surfaceFunction · 0.85
vol_by_probability_tagged_serdeFunction · 0.85
constant_expiry_vol_surfaceFunction · 0.85
constant_expiry_dynamicsFunction · 0.85
rolling_expiry_vol_surfaceFunction · 0.85
rolling_expiry_dynamicsFunction · 0.85
parallel_bumped_vol_surfaceFunction · 0.85
scaled_bumped_vol_surfaceFunction · 0.85
sticky_delta_bumped_vol_surfaceFunction · 0.85

Calls 2

WeekdayCalendarClass · 0.85
dateMethod · 0.80

Tested by 9

vol_by_probability_surfaceFunction · 0.68
vol_by_probability_tagged_serdeFunction · 0.68
constant_expiry_vol_surfaceFunction · 0.68
constant_expiry_dynamicsFunction · 0.68
rolling_expiry_vol_surfaceFunction · 0.68
rolling_expiry_dynamicsFunction · 0.68
parallel_bumped_vol_surfaceFunction · 0.68
scaled_bumped_vol_surfaceFunction · 0.68
sticky_delta_bumped_vol_surfaceFunction · 0.68