Struct LatticeConfig 

pub struct LatticeConfig {
    pub tree_type: BinomialTreeType,
    pub steps: usize,
    pub term_structure: bool,
}

Lattice engine configuration carried by an instrument.

Fields

tree_type: BinomialTreeType

steps: usize

term_structure: bool

Price on the TermLattice: term structures of rates, carry and volatility applied per step (variance-equal time grid). When set, tree_type is ignored — the term lattice has its own CRR-in-variance spacing.

Implementations

impl LatticeConfig

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

Domain checks on the tree dimensions.

Trait Implementations

impl Clone for LatticeConfig

fn clone(&self) -> LatticeConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for LatticeConfig

impl Debug for LatticeConfig

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

Formats the value using the given formatter.

impl Default for LatticeConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LatticeConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for LatticeConfig

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for LatticeConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LatticeConfig