BinaryOption

RustQuant::prelude

Struct BinaryOption 

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pub struct BinaryOption {
    pub contract: OptionContract,
    pub strike: f64,
    pub binary_type: BinaryType,
}
Expand description

Binary option.

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§contract: OptionContract

The option contract.

§strike: f64

Strike price of the option.

§binary_type: BinaryType

Type of binary option.

Trait Implementations§

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impl Clone for BinaryOption

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fn clone(&self) -> BinaryOption

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BinaryOption

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

Formats the value using the given formatter. Read more
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impl<S> MonteCarloPricer<S> for BinaryOption
where S: StochasticProcess,

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

Price the instrument using a Monte-Carlo method. Read more
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impl Payoff for BinaryOption

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type Underlying = f64

Underlying input type for the payoff function.
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fn payoff(&self, underlying: <BinaryOption as Payoff>::Underlying) -> f64

Payoff function for the derivative.

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
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