Enum Model 

pub enum Model {
    Gbm,
    LocalVol,
    Heston(HestonParams),
}

The dynamics of the underlying — orthogonal to the numerical engine (Monte Carlo and finite difference both consult it). Heston carries its parameters, so “Heston selected but parameters missing” cannot be represented.

Variants

Gbm

Black-Scholes dynamics on the option’s vol surface.

LocalVol

Dupire local volatility calibrated from the vol surface.

Heston(HestonParams)

Heston stochastic volatility.

Implementations

impl Model

pub fn is_heston(&self) -> bool

pub fn with_vol_shift(&self, shift: f64) -> Model

The model under a parallel implied-vol shift — the model is a risk factor owner like a surface or a curve. GBM and local vol read the (already bumped) surface at pricing time, so they pass through unchanged; Heston applies the library’s vega convention: shift sqrt(v0) and sqrt(theta) in parallel (HestonParams::with_vol_shift), rather than recalibrating to the bumped surface.

pub fn from_contract( mc_model: Option<&str>, heston: Option<HestonParams>, ) -> Result<Model, RustyQLibError>

Parse from contract fields: the mc_model string plus the heston parameter block (required when the model is Heston).

Trait Implementations

impl Clone for Model

fn clone(&self) -> Model

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Model

impl Debug for Model

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

Formats the value using the given formatter.

impl Default for Model

fn default() -> Model

Returns the “default value” for a type.

impl PartialEq for Model

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Model