Struct RealOptionsConfig 

pub struct RealOptionsConfig {
    pub name: String,
    pub method: ValuationMethod,
    pub underlying: UnderlyingConfig,
    pub options: Vec<OptionDefinition>,
    pub binomial_steps: usize,
    pub monte_carlo_iterations: usize,
    pub seed: Option<u64>,
}

Configuration for real options analysis

Fields

name: String

Name of the analysis

method: ValuationMethod

Valuation method

underlying: UnderlyingConfig

Underlying asset configuration

options: Vec<OptionDefinition>

Options to value

binomial_steps: usize

Number of steps in binomial tree

monte_carlo_iterations: usize

Number of Monte Carlo iterations

seed: Option<u64>

Random seed for reproducibility

Implementations

impl RealOptionsConfig

pub fn new(name: &str, underlying: UnderlyingConfig) -> Self

Create a new configuration

pub const fn with_method(self, method: ValuationMethod) -> Self

Set valuation method

pub fn with_option(self, option: OptionDefinition) -> Self

Add an option

pub const fn with_binomial_steps(self, steps: usize) -> Self

Set binomial steps

pub const fn with_seed(self, seed: u64) -> Self

Set seed

pub fn validate(&self) -> Result<(), String>

Validate configuration

Errors

Returns an error if the underlying is invalid, no options are defined, or parameters are zero.

Trait Implementations

impl Clone for RealOptionsConfig

fn clone(&self) -> RealOptionsConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RealOptionsConfig

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for RealOptionsConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for RealOptionsConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.