pub struct HestonQuote {
pub strike: f64,
pub maturity: f64,
pub price: f64,
pub put_or_call: PutOrCall,
}Expand description
One vanilla market quote for calibration.
Fields§
§strike: f64§maturity: f64Year fraction to expiry.
price: f64Market price of the option.
put_or_call: PutOrCallTrait Implementations§
Source§impl Clone for HestonQuote
impl Clone for HestonQuote
Source§fn clone(&self) -> HestonQuote
fn clone(&self) -> HestonQuote
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreimpl Copy for HestonQuote
Auto Trait Implementations§
impl Freeze for HestonQuote
impl RefUnwindSafe for HestonQuote
impl Send for HestonQuote
impl Sync for HestonQuote
impl Unpin for HestonQuote
impl UnsafeUnpin for HestonQuote
impl UnwindSafe for HestonQuote
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more