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hub / github.com/MarcusRainbow/QuantMath / vol_surface

Method vol_surface

src/risk/cache.rs:196–200  ·  view source on GitHub ↗

Gets a Vol Surface, given any instrument, for example an equity. Also specify a high water mark, beyond which we never directly ask for vols.

(&self, instrument: &Instrument, _high_water_mark: Date,
        _forward_fn: &Fn() -> Result<Arc<Forward>, qm::Error>)

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Callers 4

calculate_substeppingFunction · 0.45
fetch_pathFunction · 0.45
refetchMethod · 0.45
walk_dependenciesFunction · 0.45

Calls 2

find_cached_dataFunction · 0.85
idMethod · 0.45

Tested by

no test coverage detected