Struct MonteCarloConfig 

pub struct MonteCarloConfig {
    pub paths: usize,
    pub time_steps: usize,
    pub scheme: DiscretizationScheme,
    pub sampler: Sampler,
    pub model: McModel,
    pub seed: u64,
}

Fields

paths: usize

time_steps: usize

1 = terminal simulation (exact); > 1 = path-wise stepping. Local vol always steps path-wise (at least LOCAL_VOL_MIN_STEPS).

scheme: DiscretizationScheme

sampler: Sampler

model: McModel

seed: u64

Implementations

impl MonteCarloConfig

pub fn from_data(data: &EquityOptionData) -> Self

Trait Implementations

impl Clone for MonteCarloConfig

fn clone(&self) -> MonteCarloConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for MonteCarloConfig

impl Debug for MonteCarloConfig

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

Formats the value using the given formatter.

impl Default for MonteCarloConfig

fn default() -> Self

Returns the “default value” for a type.