Struct BatesDoubleExpParams 

pub struct BatesDoubleExpParams {
    pub heston: HestonParams,
    pub jumps: KouJumps,
}

Heston diffusion plus Kou double-exponential jumps.

Fields

heston: HestonParams

jumps: KouJumps

Implementations

impl BatesDoubleExpParams

pub fn validate(&self) -> Result<(), RustyQLibError>

Trait Implementations

impl Clone for BatesDoubleExpParams

fn clone(&self) -> BatesDoubleExpParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BatesDoubleExpParams

impl Debug for BatesDoubleExpParams

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BatesDoubleExpParams

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BatesDoubleExpParams

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

where __S: Serializer,

Serialize this value into the given Serde serializer.