Struct HestonParameters 

pub struct HestonParameters { /* private fields */ }

Implementations

impl HestonParameters

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

pub const fn mean_reversion(self) -> f64

pub const fn long_run_variance(self) -> f64

pub const fn volatility_of_variance(self) -> f64

pub const fn correlation(self) -> f64

Trait Implementations

impl Clone for HestonParameters

fn clone(&self) -> HestonParameters

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

impl Debug for HestonParameters

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

impl From<HestonParameters> for HestonModel

fn from(parameters: HestonParameters) -> Self

impl Hash for HestonParameters

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

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

where H: Hasher, Self: Sized,

impl PartialEq for HestonParameters

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

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

impl Copy for HestonParameters

impl Eq for HestonParameters