RustQuant::instruments::options

Struct BarrierOption

Source 
pub struct BarrierOption {
    pub contract: OptionContract,
    pub barrier_type: BarrierType,
    pub barrier: f64,
    pub strike: f64,
    pub rebate: Option<f64>,
}
Expand description

Barrier option.

Fields§

§contract: OptionContract

The option contract.

§barrier_type: BarrierType

Barrier type (up-and-out, down-and-out, up-and-in, down-and-in).

§barrier: f64

Barrier level.

§strike: f64

Strike price of the option.

§rebate: Option<f64>

Rebate amount.

Trait Implementations§

Source§

impl Clone for BarrierOption

Source§

fn clone(&self) -> BarrierOption

Returns a duplicate of the value. Read more
1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
Source§

impl Debug for BarrierOption

Source§

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter. Read more
Source§

impl<S> MonteCarloPricer<S> for BarrierOption
where S: StochasticProcess,

Source§

fn price_monte_carlo( &self, process: &S, config: &StochasticProcessConfig, rate: f64, ) -> f64

Price the instrument using a Monte-Carlo method. Read more
Source§

impl Payoff for BarrierOption

Source§

type Underlying = Vec<f64>

Underlying input type for the payoff function.
Source§

fn payoff(&self, underlying: <BarrierOption as Payoff>::Underlying) -> f64

Payoff function for the derivative.

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> DynClone for T
where T: Clone,

Source§

fn __clone_box(&self, _: Private) -> *mut ()

Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> PolicyExt for T
where T: ?Sized,

Source§

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
Source§

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

Source§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
Source§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
Source§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
Source§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
Source§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

Source§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
Source§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
Source§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
Source§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
Source§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

Source§

fn vzip(self) -> V

Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

impl<T> ErasedDestructor for T
where T: 'static,

Source§

impl<T> SendAlias for T

Source§

impl<T> SyncAlias for T