Struct McStats

Source

pub struct McStats {
    pub pv: f64,
    pub std_err: f64,
    pub paths: usize,
    pub steps: usize,
}

Expand description

Price with sampling diagnostics.

std_err is the standard error of the mean over paths. For the low-discrepancy sampler the points are not independent, so treat it as an indicative scale rather than a rigorous confidence bound; for the LSMC it reflects valuation-pass noise only (not regression uncertainty).

Fields§

§pv: f64§std_err: f64§paths: usize§steps: usize

McStats

Struct McStats Copy item path

Fields§

Trait Implementations§

impl Clone for McStats

fn clone(&self) -> McStats

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

impl Copy for McStats

impl Debug for McStats

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

Auto Trait Implementations§

impl Freeze for McStats

impl RefUnwindSafe for McStats

impl Send for McStats

impl Sync for McStats

impl Unpin for McStats

impl UnsafeUnpin for McStats

impl UnwindSafe for McStats

Blanket Implementations§

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

fn type_id(&self) -> TypeId

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

fn borrow(&self) -> &T

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

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

impl<T> CloneToUninit for Twhere T: Clone,

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

impl<T> From<T> for T

fn from(t: T) -> T

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

fn into(self) -> U

impl<T> Pointable for T

const ALIGN: usize

type Init = T

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

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

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

unsafe fn drop(ptr: usize)

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

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

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

type Error = Infallible

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

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

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

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

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

fn vzip(self) -> V

Struct McStats

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

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

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

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

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

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

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

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

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