Enum CreditDynamics 

pub enum CreditDynamics {
    None,
    Intensity,
    IntensityWithCrises,
}

The credit model a product reads beyond the credit entity’s curve.

Variants

None

The curve alone.

Intensity

The Gaussian intensity, correlated with the Hull-White factor of RiskFactors::hull_white’s currency — resolved from credit_intensity_mean_reversion_label, credit_intensity_vol_label and credit_rate_correlation_label.

IntensityWithCrises

The intensity and its crises, the latter resolved from credit_crisis_rate_label, credit_crisis_jump_mean_label and credit_crisis_default_label.

Trait Implementations

impl Clone for CreditDynamics

fn clone(&self) -> CreditDynamics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CreditDynamics

impl Debug for CreditDynamics

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

Formats the value using the given formatter.

impl Default for CreditDynamics

fn default() -> CreditDynamics

Returns the “default value” for a type.

impl Eq for CreditDynamics

impl Hash for CreditDynamics

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for CreditDynamics

fn eq(&self, other: &CreditDynamics) -> 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 StructuralPartialEq for CreditDynamics