Trait MarketProcess 

pub trait MarketProcess: StochasticProcess {
    // Required methods
    fn get_price(&self, state: &Self::State) -> f64;
    fn add_price_impact(&self, state: &mut Self::State, impact: f64);

    // Provided methods
    fn get_volatility(&self, _state: &Self::State) -> Option<f64> { ... }
    fn get_drift(&self, _state: &Self::State) -> Option<f64> { ... }
    fn get_parameters(&self) -> Option<HashMap<String, f64>> { ... }
}

Required Methods

fn get_price(&self, state: &Self::State) -> f64

fn add_price_impact(&self, state: &mut Self::State, impact: f64)

Provided Methods

fn get_volatility(&self, _state: &Self::State) -> Option<f64>

fn get_drift(&self, _state: &Self::State) -> Option<f64>

fn get_parameters(&self) -> Option<HashMap<String, f64>>

Dyn Compatibility

This trait is not dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementations on Foreign Types

impl MarketProcess for BatesProcess

fn get_price(&self, state: &Array1<f64>) -> f64

fn get_volatility(&self, state: &Array1<f64>) -> Option<f64>

fn get_drift(&self, _state: &Array1<f64>) -> Option<f64>

fn get_parameters(&self) -> Option<HashMap<String, f64>>

fn add_price_impact(&self, state: &mut Array1<f64>, impact: f64)

impl MarketProcess for GeometricBrownianMotion

fn get_price(&self, state: &f64) -> f64

fn get_volatility(&self, _state: &f64) -> Option<f64>

fn get_drift(&self, _state: &f64) -> Option<f64>

fn get_parameters(&self) -> Option<HashMap<String, f64>>

fn add_price_impact(&self, state: &mut f64, impact: f64)

impl MarketProcess for HestonProcess

fn get_price(&self, state: &Array1<f64>) -> f64

fn get_volatility(&self, state: &Array1<f64>) -> Option<f64>

fn get_drift(&self, _state: &Array1<f64>) -> Option<f64>

fn get_parameters(&self) -> Option<HashMap<String, f64>>

fn add_price_impact(&self, state: &mut Array1<f64>, impact: f64)

Implementors