Struct ProbabilityExtraction 

#[non_exhaustive]
pub struct ProbabilityExtraction {
    pub primary_probability: f64,
    pub primary_method: ProbabilityMethod,
    pub call_spread: Option<CallSpreadResult>,
    pub nd2: Nd2Result,
    pub method_disagreement: f64,
    pub skew_adjustment: f64,
}

Available on crate feature digital only.

Combined probability extraction output.

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.

primary_probability: f64

Primary probability estimate (from whichever method was selected).

primary_method: ProbabilityMethod

Which method produced primary_probability.

call_spread: Option<CallSpreadResult>

Call-spread result (None if epsilon exceeded max_epsilon or no bracket).

nd2: Nd2Result

N(d2) result (present whenever IV interpolation succeeds at the target strike).

method_disagreement: f64

Absolute disagreement |call_spread.probability - nd2.probability| when both methods are present; otherwise zero.

skew_adjustment: f64

Skew adjustment from N(d2) (strike_iv - atm_iv).

Trait Implementations

impl Clone for ProbabilityExtraction

fn clone(&self) -> ProbabilityExtraction

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ProbabilityExtraction

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ProbabilityExtraction

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for ProbabilityExtraction

fn eq(&self, other: &ProbabilityExtraction) -> 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 ProbabilityExtraction

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 ProbabilityExtraction