[][src]Function cf_functions::cir::cir_leverage_jump

pub fn cir_leverage_jump(
    u: &Complex<f64>,
    cf: &dyn Fn(&Complex<f64>) -> Complex<f64>,
    t: f64,
    v0: f64,
    correlation: f64,
    expected_value_of_cf: f64,
    a: f64,
    sigma: f64,
    lambda: f64,
    num_steps: usize
) -> Complex<f64>