Add AssetModel volatility and calibration functions #65
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #65 +/- ##
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+ Coverage 98.18% 98.21% +0.02%
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Files 61 63 +2
Lines 3307 3360 +53
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+ Hits 3247 3300 +53
Misses 60 60 ☔ View full report in Codecov by Sentry. |
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This PR adds methods to calculate hybrid model asset volatility and calibrate hybrid asset models.