Struct EquityMarketData 

pub struct EquityMarketData {
    pub valuation_date: NaiveDate,
    pub spot: Quote,
    pub dividend_yield: f64,
    pub borrow_cost: f64,
    pub cash_dividends: Vec<(NaiveDate, f64)>,
    pub vol_surface: Arc<VolSurface>,
    pub discount_curve: Arc<YieldCurve>,
}

The market state one equity instrument is currently bound to — the pricing-view companion of the contract (QuantLib’s process, Strata’s provider). Resolved from / snapshotted to the typed Market store; swapped wholesale by EquityOption::with_market.

Fields

valuation_date: NaiveDate

The as-of date of this market snapshot; anchors every year fraction.

spot: Quote

dividend_yield: f64

borrow_cost: f64

Continuous stock borrow (repo) cost; part of the carry alongside the dividend yield.

cash_dividends: Vec<(NaiveDate, f64)>

Discrete cash dividend forecasts (ex-date, amount per share). Analytic, tree and terminal Monte Carlo engines use the escrowed model (spot minus PV of dividends); path-wise Monte Carlo and finite difference apply the jumps at the ex-dates.

vol_surface: Arc<VolSurface>

Volatility surface; a flat surface represents a single constant vol. Arc-shared with the Market store: rebinding an instrument is a refcount bump, and replacing the surface means installing a new Arc (copy-on-write), never mutating through it.

discount_curve: Arc<YieldCurve>

Discounting curve anchored at valuation_date; discount factors are the source of truth, rates are derived views. Arc-shared and copy-on-write, like vol_surface.

Trait Implementations

impl Clone for EquityMarketData

fn clone(&self) -> EquityMarketData

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for EquityMarketData

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

Formats the value using the given formatter.