Enum ComplexLogFormula 

pub enum ComplexLogFormula {
    AndersenPiterbarg,
    AndersenPiterbargOptCV,
    AsymptoticChF,
    AngledContour,
    AngledContourNoCV,
}

The control-variate formula selecting AP_Helper’s integrand (analytichestonengine.hpp:100-118, the AP_Helper-relevant subset).

AngledContour (issue #416) and AsymptoticChF (issue #426) are ported: optimalControlVariate selects between exactly these two, so both are on the calibrated oracle path. The remaining three variants are deferred to issue #418 and fail loud in ApHelper::new (they are NOT stubbed to a ported branch: a silent stub would mis-price; #262-class visible omission).

Variants

AndersenPiterbarg

Gatheral form with Andersen-Piterbarg control variate (deferred).

AndersenPiterbargOptCV

A slightly better Andersen-Piterbarg control variate (deferred).

AsymptoticChF

Asymptotic expansion of the characteristic function as control variate (ported, issue #426).

AngledContour

Angled-contour integration with control variate (ported).

AngledContourNoCV

Angled-contour integration without control variate (deferred).

Trait Implementations

impl Clone for ComplexLogFormula

fn clone(&self) -> ComplexLogFormula

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ComplexLogFormula

impl Debug for ComplexLogFormula

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

Formats the value using the given formatter.

impl Eq for ComplexLogFormula

impl PartialEq for ComplexLogFormula

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for ComplexLogFormula