Struct JumpDiffusionPrior 

#[non_exhaustive]
pub struct JumpDiffusionPrior {
    pub measure: JumpPriorMeasure,
    pub intensity: f64,
    pub mean: f64,
    pub std: f64,
    pub uncertainty: JumpPriorUncertainty,
}

A physical-measure Merton jump prior for one symbol and window.

Wire-compatible with FerroRisk’s JumpAssumption: serializing this struct yields exactly the fields measure ("Physical"), intensity, mean, std, and uncertainty { jump_count, intensity_std_error, mean_std_error, std_std_error }, which FerroRisk deserializes (re-running its own validation) with no adapter code.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

measure: JumpPriorMeasure

Probability measure of the triple. Always JumpPriorMeasure::Physical.

intensity: f64

Annualized Poisson jump intensity λ (jumps per year), ≥ 0, finite.

mean: f64

Mean log jump size μ_J = E[ln J], finite, sign unconstrained.

std: f64

Std of the log jump size σ_J = Std[ln J], > 0, finite.

uncertainty: JumpPriorUncertainty

Estimator-derived uncertainty for the triple.

Trait Implementations

impl Clone for JumpDiffusionPrior

fn clone(&self) -> JumpDiffusionPrior

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for JumpDiffusionPrior

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

Formats the value using the given formatter.

impl PartialEq for JumpDiffusionPrior

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

impl StructuralPartialEq for JumpDiffusionPrior