Method interpolate

src/data/volsurface.rs:692–753 · view source on GitHub ↗

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

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forward_variancesMethod · 0.45

modifyMethod · 0.45

volatilitiesMethod · 0.45

displacementMethod · 0.45

newMethod · 0.45

extrapolateMethod · 0.45

lerpFunction · 0.85

to_normalisedFunction · 0.85

to_strikesFunction · 0.85

year_fractionMethod · 0.80

dateMethod · 0.80

pillar_variancesMethod · 0.80

no test coverage detected