Enum JumpPriorMeasure 

#[non_exhaustive]
pub enum JumpPriorMeasure {
    Physical,
}

Probability measure of an emitted jump prior.

This crate only ever produces the physical (real-world, ℙ) measure: the wavelet detector estimates jumps from realized returns. The risk-neutral tilt (Esscher / market price of jump risk) is deliberately owned by the downstream calibrator, so no RiskNeutral variant exists here. The serde name mirrors FerroRisk’s JumpMeasure::Physical, so a serialized JumpDiffusionPrior maps field-for-field onto FerroRisk’s JumpAssumption wire shape.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Physical

Physical (real-world) measure, estimated from realized returns.

Trait Implementations

impl Clone for JumpPriorMeasure

fn clone(&self) -> JumpPriorMeasure

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for JumpPriorMeasure

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

Formats the value using the given formatter.

impl PartialEq for JumpPriorMeasure

fn eq(&self, other: &JumpPriorMeasure) -> 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 JumpPriorMeasure

impl Eq for JumpPriorMeasure

impl StructuralPartialEq for JumpPriorMeasure