Struct MonteCarloConfig 

pub struct MonteCarloConfig {
    pub paths: usize,
    pub time_steps: usize,
    pub scheme: DiscretizationScheme,
    pub sampler: Sampler,
    pub seed: u64,
}

Dynamics used for path generation. Gbm diffuses at the option’s own (constant) implied vol; LocalVol diffuses at the Dupire local volatility calibrated from the option’s vol surface.

Fields

paths: usize

time_steps: usize

1 = terminal simulation (exact); > 1 = path-wise stepping. Local vol always steps path-wise (at least LOCAL_VOL_MIN_STEPS).

scheme: DiscretizationScheme

sampler: Sampler

seed: u64

Implementations

impl MonteCarloConfig

pub fn from_data(data: &EquityOptionData) -> Result<Self, RustyQLibError>

Read the sampling configuration from contract data, reporting bad mc_scheme / mc_sampler strings as typed errors naming the field.

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

Domain checks on the sampling parameters; field names match the EquityOptionBuilder setters.

Trait Implementations

impl Clone for MonteCarloConfig

fn clone(&self) -> MonteCarloConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for MonteCarloConfig

impl Debug for MonteCarloConfig

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

Formats the value using the given formatter.

impl Default for MonteCarloConfig

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for MonteCarloConfig

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for MonteCarloConfig