Struct MertonAmericanPdeConfig 

pub struct MertonAmericanPdeConfig {
    pub spatial_nodes: usize,
    pub time_steps: usize,
    pub stddev_half_width: f64,
    pub jump_half_width_sigmas: f64,
    pub rannacher_substeps: u8,
}

Fields

spatial_nodes: usize

time_steps: usize

stddev_half_width: f64

jump_half_width_sigmas: f64

rannacher_substeps: u8

Implementations

impl MertonAmericanPdeConfig

pub const fn default_policy() -> Self

pub const fn calibration_policy() -> Self

pub const fn stress_policy() -> Self

Trait Implementations

impl Clone for MertonAmericanPdeConfig

fn clone(&self) -> MertonAmericanPdeConfig

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

impl Debug for MertonAmericanPdeConfig

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

impl Default for MertonAmericanPdeConfig

fn default() -> Self

impl PartialEq for MertonAmericanPdeConfig

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

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

impl Copy for MertonAmericanPdeConfig

impl StructuralPartialEq for MertonAmericanPdeConfig