[][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