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LatticeDiagnostics

rustyqlib::core::lattice

Struct LatticeDiagnostics

pub struct LatticeDiagnostics {
    pub price: f64,
    pub tree_type: BinomialTreeType,
    pub steps: usize,
    pub params: LatticeParams,
    pub elapsed: Duration,
    pub spot_tree: Vec<Vec<f64>>,
    pub value_tree: Vec<Vec<f64>>,
    pub exercise_boundary: Vec<Option<(f64, f64)>>,
    pub delta: f64,
    pub gamma: f64,
    pub theta: f64,
}

Expand description

Everything the debug lattice records beyond the price.

Fields§

§price: f64§tree_type: BinomialTreeType§steps: usize§params: LatticeParams§elapsed: Duration

Wall-clock time of the build + induction.

§spot_tree: Vec<Vec<f64>>

spot_tree[i][j]: layer i has i + 1 nodes, j up-moves.

§value_tree: Vec<Vec<f64>>§exercise_boundary: Vec<Option<(f64, f64)>>

Per layer, the (min, max) spot at which early exercise was optimal; None where the option was never exercised.

§delta: f64

Tree delta from the first layer.

§gamma: f64

Tree gamma from the second layer.

§theta: f64

Tree theta from the second-layer center vs the root, per year (exact for symmetric trees where that node returns to s0, approximate otherwise).

Trait Implementations§

impl Clone for LatticeDiagnostics

fn clone(&self) -> LatticeDiagnostics

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for LatticeDiagnostics

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for LatticeDiagnostics

impl RefUnwindSafe for LatticeDiagnostics

impl Send for LatticeDiagnostics

impl Sync for LatticeDiagnostics

impl Unpin for LatticeDiagnostics

impl UnsafeUnpin for LatticeDiagnostics

impl UnwindSafe for LatticeDiagnostics

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

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

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

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

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

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

Initializes a with the given initializer. Read more

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

Dereferences the given pointer. Read more

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

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

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

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

Performs the conversion.

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

fn vzip(self) -> V