Struct PricingResult 

pub struct PricingResult {
    pub pv: f64,
    pub greeks: Greeks,
    pub std_err: Option<f64>,
}

The result of a single price() call: present value, sensitivities, and the Monte Carlo standard error when a simulation engine produced the value.

Fields

pv: f64

Present value.

greeks: Greeks

Sensitivities of pv.

std_err: Option<f64>

Monte Carlo standard error of pv; None for deterministic engines.

Implementations

impl PricingResult

pub fn from_pv(pv: f64) -> Self

A result with the given present value, zero Greeks and no standard error — the shape produced by deterministic pricers of instruments that do not report sensitivities.

Trait Implementations

impl Clone for PricingResult

fn clone(&self) -> PricingResult

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PricingResult

impl Debug for PricingResult

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PricingResult

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<PricingResult> for ContractOutput

fn from(r: PricingResult) -> Self

Converts to this type from the input type.

impl PartialEq for PricingResult

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for PricingResult

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for PricingResult