pub fn convergence_study(
tree_type: BinomialTreeType,
s0: f64,
strike: f64,
b: f64,
sigma: f64,
r: f64,
t: f64,
steps_ladder: &[usize],
terminal: &dyn Fn(f64) -> f64,
exercise: Option<&dyn Fn(usize, f64, f64) -> f64>,
) -> Result<Vec<ConvergencePoint>, RustyQLibError>Expand description
Price the same contract across a ladder of step counts on the optimized engine, timing each rung — the raw material for studying a scheme’s convergence order and oscillation.