JumpDiffusionPriorResult

ferro_wave_finance

Struct JumpDiffusionPriorResult

#[non_exhaustive]
pub struct JumpDiffusionPriorResult {Show 15 fields
    pub prior: JumpDiffusionPrior,
    pub window_years: f64,
    pub annualization_factor: f64,
    pub prior_jump_variance: f64,
    pub realized_total_variance: f64,
    pub realized_diffusive_variance: f64,
    pub realized_jump_variance: f64,
    pub cross_check_relative_gap: f64,
    pub diffusion_corrected: bool,
    pub raw_event_count: usize,
    pub max_test_statistic: f64,
    pub noise_scale: JumpPriorNoiseScale,
    pub truncation_corrected: bool,
    pub detection_probability: Option<f64>,
    pub detection_cutoff: Option<f64>,
}

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive

§prior: JumpDiffusionPrior§window_years: f64§annualization_factor: f64§prior_jump_variance: f64§realized_total_variance: f64§realized_diffusive_variance: f64§realized_jump_variance: f64§cross_check_relative_gap: f64§diffusion_corrected: bool§raw_event_count: usize§max_test_statistic: f64§noise_scale: JumpPriorNoiseScale§truncation_corrected: bool§detection_probability: Option<f64>§detection_cutoff: Option<f64>

Trait Implementations§

impl Clone for JumpDiffusionPriorResult

fn clone(&self) -> JumpDiffusionPriorResult

1.0.0§

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

impl Debug for JumpDiffusionPriorResult

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

impl PartialEq for JumpDiffusionPriorResult

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

1.0.0§

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

impl StructuralPartialEq for JumpDiffusionPriorResult

Auto Trait Implementations§

impl Freeze for JumpDiffusionPriorResult

impl RefUnwindSafe for JumpDiffusionPriorResult

impl Send for JumpDiffusionPriorResult

impl Sync for JumpDiffusionPriorResult

impl Unpin for JumpDiffusionPriorResult

impl UnwindSafe for JumpDiffusionPriorResult

Blanket Implementations§

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

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

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