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PricingEngine

rustyqlib::equity::utils

Enum PricingEngine

pub enum PricingEngine {
    BlackScholes,
    MonteCarlo(MonteCarloConfig),
    Binomial(LatticeConfig),
    FiniteDifference(FdConfig),
    BaroneAdesiWhaley,
    BjerksundStensland,
}

Expand description

The numerical method with its own settings — each variant carries exactly the configuration that engine consults, so an option never stores dead config for engines it does not use.

Variants§

BlackScholes

Closed forms (Black-Scholes / Black-76 / Heston CF).

MonteCarlo(MonteCarloConfig)

Binomial(LatticeConfig)

FiniteDifference(FdConfig)

BaroneAdesiWhaley

BjerksundStensland

Implementations§

impl PricingEngine

pub fn kind(&self) -> Engine

The engine selector without its configuration.

pub fn from_kind(kind: Engine) -> PricingEngine

Build from a selector with default per-engine configuration.

Trait Implementations§

impl Clone for PricingEngine

fn clone(&self) -> PricingEngine

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 Copy for PricingEngine

impl Debug for PricingEngine

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

Formats the value using the given formatter. Read more

impl PartialEq for PricingEngine

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

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

impl StructuralPartialEq for PricingEngine

Auto Trait Implementations§

impl Freeze for PricingEngine

impl RefUnwindSafe for PricingEngine

impl Send for PricingEngine

impl Sync for PricingEngine

impl Unpin for PricingEngine

impl UnsafeUnpin for PricingEngine

impl UnwindSafe for PricingEngine

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