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simulate_shock_logit_batch

Function simulate_shock_logit_batch 

Source
pub fn simulate_shock_logit_batch(
    x_t: &[f64],
    q_t: &[f64],
    sigma_b: &[f64],
    gamma: &[f64],
    tau: &[f64],
    k: &[f64],
    shock_p: &[f64],
    out_r_x: &mut [f64],
    out_bid_p: &mut [f64],
    out_ask_p: &mut [f64],
    out_greeks: &mut [GreekOut],
    out_pnl_shift: &mut [f64],
)