Struct DensityReport 

pub struct DensityReport {
    pub integral: f64,
    pub min_density: f64,
    pub is_non_negative: bool,
}

A diagnostic report on the risk-neutral density of a raw SVI slice.

The integral over a wide log-moneyness window should be close to 1 for an arbitrage-free slice; a value far from 1, or min_density < 0, signals butterfly arbitrage or a numerically extreme slice.

Fields

integral: f64

Numerical integral of p over the diagnostic window.

min_density: f64

Smallest density value observed on the integration grid.

is_non_negative: bool

true if min_density >= 0 over the diagnostic window.

Trait Implementations

impl Clone for DensityReport

fn clone(&self) -> DensityReport

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DensityReport

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

Formats the value using the given formatter.

impl PartialEq for DensityReport

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for DensityReport

impl StructuralPartialEq for DensityReport