[−][src]Function eq_bailsman::rate::aggregate_portfolio_volatilities
pub fn aggregate_portfolio_volatilities<T: InterestRateDataSource>(
_currencies: &Vec<Currency>,
prices: &Vec<FixedI64>,
currency_totals: &Cdb<Vec<FixedI64>>,
covariance_matrix: &Vec<Vec<FixedI64>>
) -> Result<Cdb<FixedI64>, InterestRateError>
Calculates bailsman and collateral pools volatilities