LogMoneynessContract

RustQuant::prelude

Struct LogMoneynessContract 

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pub struct LogMoneynessContract {
    pub contract: OptionContract,
    pub strike: f64,
}
Expand description

Log Moneyness Contract.

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§contract: OptionContract

The option contract.

§strike: f64

Strike price of the option.

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impl Clone for LogMoneynessContract

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fn clone(&self) -> LogMoneynessContract

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 LogMoneynessContract

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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 LogMoneynessContract
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 LogMoneynessContract

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type Underlying = f64

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

Payoff function for the derivative.

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