Enum TerminalCondition

Source

pub enum TerminalCondition {
    Zero,
    LiquidationCost,
}

Expand description

Terminal condition applied to the value function at expiry.

Variants§

§

Zero

V(T, q, v) = 0 for all states. The classic default.

§

LiquidationCost

V(T, q, v) = -|q| * base_spread. The agent crosses the spread to flatten its book with market orders, paying one half-spread per unit of inventory.

Trait Implementations§

Source §

impl Clone for TerminalCondition

Source §

fn clone(&self) -> TerminalCondition

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

Source §

impl Copy for TerminalCondition

Source §

impl Debug for TerminalCondition

Source §

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

Formats the value using the given formatter. Read more

Source §

impl PartialEq for TerminalCondition

Source §

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

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

Source §

impl StructuralPartialEq for TerminalCondition

Auto Trait Implementations§

§

impl UnwindSafe for TerminalCondition

Blanket Implementations§

Source §

impl<T> Any for T
where T: 'static + ?Sized,

Source §

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

§

impl<T> Boilerplate for T
where T: Copy + Send + Sync + Debug + PartialEq + 'static,

Source §

impl<T> Borrow<T> for T
where T: ?Sized,

Source §

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

Source §

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source §

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

§

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

§

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

Source §

impl<T> CloneToUninit for T
where T: Clone,

Source §

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

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

Performs copy-assignment from self to dest. Read more

Source §

impl<T> From<T> for T

Source §

fn from(t: T) -> T

Returns the argument unchanged.

Source §

impl<T, U> Into for T
where U: From<T>,

Source §

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source §

impl<T> IntoEither for T

Source §

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

Source §

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

§