Enum Model 

pub enum Model {
    BlackScholes(OptionParams<f64>),
    Black76(Black76Params),
    Bachelier(BachelierParams),
    Displaced(DisplacedParams),
}

Dynamic dispatch across the four pricing models.

Wraps OptionParams<f64>, Black76Params, BachelierParams, and DisplacedParams in a single enum for runtime model selection.

Examples

use regit_blackscholes::types::{Model, OptionParams, OptionType, Pricing};
use regit_blackscholes::models::black76::Black76Params;

let bs = Model::BlackScholes(OptionParams {
    option_type: OptionType::Call,
    spot: 100.0_f64, strike: 100.0_f64,
    rate: 0.05_f64, div_yield: 0.02_f64,
    vol: 0.20_f64, time: 1.0_f64,
});
let price = bs.price().unwrap();
assert!(price > 0.0_f64);

Variants

BlackScholes(OptionParams<f64>)

Black-Scholes-Merton (Merton 1973) — vanilla European, continuous dividend.

Black76(Black76Params)

Black-76 (Black 1976) — options on futures/forwards.

Bachelier(BachelierParams)

Bachelier / Normal model (Bachelier 1900) — for rates near/below zero.

Displaced(DisplacedParams)

Displaced log-normal (Rubinstein 1983) — shifted Black-76.

Trait Implementations

impl Clone for Model

fn clone(&self) -> Model

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Model

impl Debug for Model

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

Formats the value using the given formatter.

impl Pricing for Model

fn price(&self) -> Result<f64, PricingError>

Computes the fair value of the option under the model.