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compute_iv_points

Function compute_iv_points 

Source
fn compute_iv_points(
    quotes: &[OptionQuote],
    ctx: &ChainContext,
) -> Vec<FittedIvPoint>
Expand description

Fit an implied-vol point from each quote in the chain that survives quality checks. Filters silently — the count of dropped quotes is observable by comparing input/output lengths if a caller needs it.