Struct KouJumps 

pub struct KouJumps {
    pub intensity: f64,
    pub p_up: f64,
    pub eta_up: f64,
    pub eta_down: f64,
}

Kou (2002) double-exponential jumps: upward moves with probability p_up and decay eta_up, downward with decay eta_down — independent control of the two smile wings.

Fields

intensity: f64

Expected number of jumps per year (lambda >= 0).

p_up: f64

Probability a jump is upward (0..=1).

eta_up: f64

Upward tail decay (> 1 so the compensator is finite; the mean up-jump in log space is 1/eta_up).

eta_down: f64

Downward tail decay (> 0; mean down-jump 1/eta_down).

Implementations

impl KouJumps

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

Trait Implementations

impl Clone for KouJumps

fn clone(&self) -> KouJumps

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for KouJumps

impl Debug for KouJumps

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for KouJumps

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for KouJumps

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

where __S: Serializer,

Serialize this value into the given Serde serializer.