Struct CallSpreadResult 

#[non_exhaustive]
pub struct CallSpreadResult {
    pub probability: f64,
    pub epsilon_used: f64,
    pub k_lower: f64,
    pub k_upper: f64,
}

Available on crate feature digital only.

Output of call-spread replication probability extraction.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

probability: f64

Extracted probability P_Q(F_T > K).

epsilon_used: f64

Epsilon used (half the distance between bracket strikes).

k_lower: f64

Lower bracket strike.

k_upper: f64

Upper bracket strike.

Trait Implementations

impl Clone for CallSpreadResult

fn clone(&self) -> CallSpreadResult

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CallSpreadResult

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for CallSpreadResult

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for CallSpreadResult

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for CallSpreadResult

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 CallSpreadResult