Struct UnitPayoff 

struct UnitPayoff {
    last: usize,
}

A unit payment at one grid step — the smallest asset that shows the fit.

Fields

last: usize

Trait Implementations

impl DiscretizedAsset<f64> for UnitPayoff

fn last_step(&self) -> usize

The last (latest) step index where the asset has value — rollback starts here.

fn adjust_values( &self, step: usize, _: &HullWhiteLattice<f64>, values: &mut [f64], )

Adjust the slice values at step: inject cashflows, apply exercise. Called once at the terminal step (with zero-initialised values) to set the terminal payoff, then after each rollback step. values is indexed by node offset (0 ⇒ j = −half_width).