Enum McModel 

pub enum McModel {
    Gbm,
    LocalVol,
    Heston,
}

Dynamics used for path generation. Gbm diffuses at the option’s own (constant) implied vol; LocalVol diffuses at the Dupire local volatility calibrated from the option’s vol surface.

Variants

Gbm

LocalVol

Heston

Trait Implementations

impl Clone for McModel

fn clone(&self) -> McModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for McModel

impl Debug for McModel

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

Formats the value using the given formatter.

impl Eq for McModel

impl FromStr for McModel

type Err = String

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl PartialEq for McModel

fn eq(&self, other: &McModel) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for McModel