Struct DatedPaths 

pub struct DatedPaths<S> {
    pub valuation_date: NaiveDate,
    pub observation_dates: Vec<NaiveDate>,
    pub paths: Vec<Vec<S>>,
}

Date-major Monte Carlo output from simulate_at_dates.

paths[path_idx][obs_idx] is the state of path path_idx at observation_dates[obs_idx].

Fields

valuation_date: NaiveDate

observation_dates: Vec<NaiveDate>

paths: Vec<Vec<S>>

Implementations

impl<S: Clone> DatedPaths<S>

pub fn n_paths(&self) -> usize

pub fn states_at(&self, date: NaiveDate) -> Option<Vec<S>>

State vector across all paths at observation date. None if date wasn’t in the observation grid.

pub fn sample<F>(&self, date: NaiveDate, extract: F) -> Option<Vec<f64>>

where F: FnMut(&S) -> f64,

Extract a scalar from each path at date. None if not in grid.

Trait Implementations

impl<S: Clone> Clone for DatedPaths<S>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<S: Debug> Debug for DatedPaths<S>

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

Formats the value using the given formatter.