Trait quantmath::risk::TimeBumpable[−][src]

pub trait TimeBumpable {
    fn bump_time(&mut self, bump: &BumpTime) -> Result<(), Error>;
}

Time bumping is done to calculate theta or time-forward greeks, such as the delta as of the next market open. It is more complicated than other greeks, because it may involve changes to the instrument, which may have fixings before the theta date.

Required Methods

Applies a time bump to this object. The object is modified with no save and restore facility, so you probably need to deep_clone the object first.

Implementors