StochasticProcessConfig

RustQuant::stochastics

Struct StochasticProcessConfig

pub struct StochasticProcessConfig {
    pub x_0: f64,
    pub t_0: f64,
    pub t_n: f64,
    pub n_steps: usize,
    pub m_paths: usize,
    pub parallel: bool,
}

Expand description

Configuration parameters for simulating a stochastic process.

§Arguments:

x_0 - The process’ initial value at t_0.
t_0 - The initial time point.
t_n - The terminal time point.
n_steps - The number of time steps between t_0 and t_n.
m_paths - How many process trajectories to simulate.
parallel - Run in parallel or not (recommended for > 1000 paths).

Fields§

§x_0: f64

Initial value of the process.

§t_0: f64

Initial time point.

§t_n: f64

Terminal time point.

§n_steps: usize

Number of time steps between t_0 and t_n.

§m_paths: usize

How many process trajectories to simulate.

§parallel: bool

Run in parallel or not (recommended for > 1000 paths).

Implementations§

impl StochasticProcessConfig

pub fn new( x_0: f64, t_0: f64, t_n: f64, n_steps: usize, m_paths: usize, parallel: bool, ) -> StochasticProcessConfig

Create a new configuration for a stochastic process.

Auto Trait Implementations§

impl Freeze for StochasticProcessConfig

impl RefUnwindSafe for StochasticProcessConfig

impl Send for StochasticProcessConfig

impl Sync for StochasticProcessConfig

impl Unpin for StochasticProcessConfig

impl UnwindSafe for StochasticProcessConfig

Blanket Implementations§

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