Trait quantmath::risk::ReportGenerator

pub trait ReportGenerator: Serialize + TypeId + Sync + Send + Debug {
    fn generate(
        &self, 
        pricer: &mut Pricer, 
        saveable: &mut Saveable, 
        unbumped: f64
    ) -> Result<BoxReport, Error>;
}

A report generator performs all the calculations needed to produce a report.

Required Methods

fn generate(
    &self,
    pricer: &mut Pricer,
    saveable: &mut Saveable,
    unbumped: f64
) -> Result<BoxReport, Error>

Perform all the calculations, bumping, pricing and possibly cloning the input pricer to generate the result. Normally the pricer is left in the same state as it started, unless it documents otherwise. Similarly, the saveable is normally expected to be initially empty and is left empty on exit, unless documented otherwise.

Implementors

• impl ReportGenerator for DeltaGammaReportGenerator

• impl ReportGenerator for TimeBumpedReportGenerator

• impl ReportGenerator for VegaVolgaReportGenerator