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apply_real_iv

Function apply_real_iv 

Source
pub fn apply_real_iv(
    data: &mut LiveData,
    fetch: bool,
) -> (HashMap<String, RealQuote>, HashMap<String, RealQuote>)
Expand description

Fetch today’s real ATM quotes (one-month and one-week expiries), add them to the log, and make every logged date use the real implied vol instead of the proxy. Returns today’s one-month and one-week quotes.