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hub / github.com/MarcusRainbow/QuantMath / new

Method new

src/risk/cache.rs:39–56  ·  view source on GitHub ↗

Creates a context wrapper that prefetches forwards and potentially vol surfaces for efficiency. The MarketData context that is passed in is immediately cloned, so the PricingContextPrefetch can modify it for bumping. The dependencies that are passed in are shared and immutable.

(
        context: &MarketData,
        dependencies: Arc<DependencyCollector>)

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Callers

nothing calls this directly

Calls 2

walk_dependenciesFunction · 0.85
cloneMethod · 0.45

Tested by

no test coverage detected