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PricingModel

ferro_risk::types

Enum PricingModel

pub enum PricingModel {
    BlackScholesMerton,
    Black76,
    Bachelier,
    DisplacedBlack {
        displacement: DisplacedBlackShift,
    },
    Heston {
        parameters: HestonModel,
    },
    JumpDiffusion {
        parameters: JumpDiffusionModel,
    },
    BjerksundStensland,
}

Variants§

BlackScholesMerton

Black76

Bachelier

DisplacedBlack

Fields

§displacement: DisplacedBlackShift

Heston

Fields

§parameters: HestonModel

JumpDiffusion

Fields

§parameters: JumpDiffusionModel

BjerksundStensland

Implementations§

impl PricingModel

pub const fn displaced_black(displacement: f64) -> Self

pub fn heston( mean_reversion: f64, long_run_variance: f64, volatility_of_variance: f64, correlation: f64, ) -> Self

pub fn jump_diffusion(intensity: f64, jump_mean: f64, jump_std: f64) -> Self

Trait Implementations§

impl Clone for PricingModel

fn clone(&self) -> PricingModel

1.0.0 (const: )§

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

impl Debug for PricingModel

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

impl Hash for PricingModel

fn hash<H: Hasher>(&self, state: &mut H)

1.3.0§

fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

impl PartialEq for PricingModel

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

1.0.0 (const: )§

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

impl Eq for PricingModel

impl StructuralPartialEq for PricingModel

Auto Trait Implementations§

impl Freeze for PricingModel

impl RefUnwindSafe for PricingModel

impl Send for PricingModel

impl Sync for PricingModel

impl Unpin for PricingModel

impl UnsafeUnpin for PricingModel

impl UnwindSafe for PricingModel

Blanket Implementations§

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

fn type_id(&self) -> TypeId

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

fn borrow(&self) -> &T

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

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

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

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

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

impl<T> From<T> for T

fn from(t: T) -> T

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

fn into(self) -> U

impl<T> IntoEither for T

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

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

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

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

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

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

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>