Struct WalkPath 

pub struct WalkPath {
    pub prices: Vec<Positive>,
    pub vols: Option<Vec<Positive>>,
}

A simulated walk that exposes the per-step volatility path alongside the price path.

Produced by crate::simulation::WalkTypeAble::generate_with_vol. For stochastic-volatility walk types (Garch, Heston, Custom, Telegraph) and for Historical walks, vols carries the ANNUALIZED volatility prevailing at each step, aligned index-by-index with prices. For constant-volatility walk types vols is None and the constant is available via WalkType::volatility.

Fields

prices: Vec<Positive>

The simulated price path; the first element duplicates the walk’s initial value (same contract as the per-variant walk methods).

vols: Option<Vec<Positive>>

Annualized per-step volatilities aligned with prices (same length), or None when the walk type’s volatility is constant.

Trait Implementations

impl Clone for WalkPath

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for WalkPath

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

Formats the value using the given formatter.