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hub / github.com/MarcusRainbow/QuantMath / vol_time_dynamics

Method vol_time_dynamics

src/instruments/mod.rs:101–103  ·  view source on GitHub ↗

Returns the time dynamics for vol surfaces on this instrument. Defaults to constant expiry, so you need to override this for instruments that may have vol surfaces on them, where the dynamics should be something else such as rolling expiry.

(&self)

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Callers 1

vol_surfaceMethod · 0.80

Implementers 4

bonds.rssrc/instruments/bonds.rs
basket.rssrc/instruments/basket.rs
assets.rssrc/instruments/assets.rs
options.rssrc/instruments/options.rs

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