hub / github.com/MarcusRainbow/QuantMath / refetch

Method refetch

src/risk/cache.rs:70–137 · view source on GitHub ↗

Refetch some of the cached data after a change that affects only the forward or vol surface on one instrument, such as a delta bump

(&mut self, id: &str,
        bumped_forward: bool,
        bumped_vol: bool,
        saved_forward_curves: Option<&mut HashMap<String, Arc<Forward>>>,
        saved_vol_surfaces: Option<&mut HashMap<

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Callers 1

bumpMethod · 0.45

Calls 7

instrument_by_idMethod · 0.80

forward_curve_hwmMethod · 0.80

vol_surface_hwmMethod · 0.80

cloneMethod · 0.45

insertMethod · 0.45

forward_curveMethod · 0.45

vol_surfaceMethod · 0.45

Tested by

no test coverage detected