Struct BatesParams 

pub struct BatesParams {
    pub heston: HestonParams,
    pub jumps: MertonJumps,
}

Bates (1996): Heston diffusion plus lognormal jumps.

Fields

heston: HestonParams

jumps: MertonJumps

Implementations

impl BatesParams

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

Trait Implementations

impl Clone for BatesParams

fn clone(&self) -> BatesParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BatesParams

impl Debug for BatesParams

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BatesParams

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BatesParams

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

where __S: Serializer,

Serialize this value into the given Serde serializer.