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hub / github.com/MarcusRainbow/QuantMath / fix

Method fix

src/instruments/options.rs:343–390  ·  view source on GitHub ↗

We cannot delegate fix to the contained vanilla, because it needs to know the strike

(&self, fixing_table: &FixingTable)

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Callers 1

check_fixed_european_valueFunction · 0.45

Calls 5

getMethod · 0.45
idMethod · 0.45
credit_idMethod · 0.45
cloneMethod · 0.45
payoff_currencyMethod · 0.45

Tested by

no test coverage detected