scirs2_integrate::specialized::finance::utils::simulation

Struct PathConfig

pub struct PathConfig {
    pub initial_value: f64,
    pub drift: f64,
    pub dividend: f64,
    pub volatility: f64,
    pub time_horizon: f64,
    pub n_steps: usize,
    pub variance_reduction: VarianceReduction,
}

Expand description

Configuration for path generation

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§initial_value: f64

Initial value (e.g., spot price)

§drift: f64

Drift rate (e.g., risk-free rate - dividend)

§dividend: f64

Dividend yield

§volatility: f64

Volatility

§time_horizon: f64

Time horizon (years)

§n_steps: usize

Number of time steps

§variance_reduction: VarianceReduction

Variance reduction technique

Implementations§

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impl PathConfig

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pub fn new( initial_value: f64, risk_free_rate: f64, dividend: f64, volatility: f64, time_horizon: f64, ) -> Self

Create a new path configuration

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pub fn with_steps(self, n_steps: usize) -> Self

Set number of time steps

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pub fn with_variance_reduction( self, variance_reduction: VarianceReduction, ) -> Self

Set variance reduction technique

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pub fn validate(&self) -> Result<()>

Validate configuration

Trait Implementations§

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impl Clone for PathConfig

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fn clone(&self) -> PathConfig

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Debug for PathConfig

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for PathConfig

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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