Struct QuadraticRoughHestonPath 

pub struct QuadraticRoughHestonPath { /* private fields */ }

One simulated path, by step of the grid from 0 to N.

spot and z can be negative. See QuadraticRoughHestonParams.

Implementations

impl QuadraticRoughHestonPath

pub fn spot(&self) -> &[Decimal]

The spot S_k at each step.

pub fn variance(&self) -> &[Decimal]

The variance V_k, per year, at each step.

pub fn z(&self) -> &[Decimal]

Z_k at each step.

pub fn factors_at(&self, step: usize) -> Option<&[Decimal]>

The factors Z^i_k at step, or None past the end of the path.

Trait Implementations

impl Clone for QuadraticRoughHestonPath

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 QuadraticRoughHestonPath

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

Formats the value using the given formatter.

impl Eq for QuadraticRoughHestonPath

impl PartialEq for QuadraticRoughHestonPath

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for QuadraticRoughHestonPath