pub struct PoweredOption {
pub contract: OptionContract,
pub strike: f64,
pub power: f64,
}
Expand description
Powered Option. Not to be confused with the PowerOption.
Fields§
§contract: OptionContract
The option contract.
strike: f64
Strike price of the option.
power: f64
Power parameter.
Implementations§
Source§impl PoweredOption
impl PoweredOption
Sourcepub fn new(contract: OptionContract, strike: f64, power: f64) -> PoweredOption
pub fn new(contract: OptionContract, strike: f64, power: f64) -> PoweredOption
Create a new powered option.
Trait Implementations§
Source§impl Clone for PoweredOption
impl Clone for PoweredOption
Source§fn clone(&self) -> PoweredOption
fn clone(&self) -> PoweredOption
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moreSource§impl Debug for PoweredOption
impl Debug for PoweredOption
Source§impl<S> MonteCarloPricer<S> for PoweredOptionwhere
S: StochasticProcess,
impl<S> MonteCarloPricer<S> for PoweredOptionwhere
S: StochasticProcess,
Source§fn price_monte_carlo(
&self,
process: &S,
config: &StochasticProcessConfig,
rate: f64,
) -> f64
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 PoweredOption
impl Payoff for PoweredOption
Source§type Underlying = f64
type Underlying = f64
Underlying input type for the payoff function.
Source§fn payoff(&self, underlying: <PoweredOption as Payoff>::Underlying) -> f64
fn payoff(&self, underlying: <PoweredOption as Payoff>::Underlying) -> f64
Payoff function for the derivative.
Auto Trait Implementations§
impl Freeze for PoweredOption
impl RefUnwindSafe for PoweredOption
impl Send for PoweredOption
impl Sync for PoweredOption
impl Unpin for PoweredOption
impl UnwindSafe for PoweredOption
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> Instrument for T
impl<T> Instrument for T
Source§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
Source§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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 moreSource§impl<T> Pointable for T
impl<T> Pointable for T
Source§impl<T> PolicyExt for Twhere
T: ?Sized,
impl<T> PolicyExt for Twhere
T: ?Sized,
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self
from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
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
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
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 SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self
from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
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
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
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self
to the equivalent element of its superset.