Method extrapolate

src/data/volsurface.rs:660–690 · view source on GitHub ↗

(&self, 
        pillar: usize,
        date_time: DateDayFraction,
        strikes: &[f64],
        mut out: &mut[f64])

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volatilitiesMethod · 0.45

to_normalisedFunction · 0.85

to_strikesFunction · 0.85

year_fractionMethod · 0.80

dateMethod · 0.80

interpolateMethod · 0.45

volatilitiesMethod · 0.45

no test coverage detected