Struct FxOptionInputs
struct FxOptionInputs<'v, 'a, R: Scalar> {
spot: R,
df_base: R,
df_quote: R,
forward: R,
tau: f64,
surface: &'v FxVolView<'a, R>,
}Expand description
What every FX-option verb starts from: the parity forward to delivery, the two discount factors, the option’s life, and the surface.
Fields§
§spot: R§df_base: R§df_quote: R§forward: R§tau: f64§surface: &'v FxVolView<'a, R>Auto Trait Implementations§
impl<'v, 'a, R> Freeze for FxOptionInputs<'v, 'a, R>where
R: Freeze,
impl<'v, 'a, R> RefUnwindSafe for FxOptionInputs<'v, 'a, R>where
R: RefUnwindSafe,
impl<'v, 'a, R> Send for FxOptionInputs<'v, 'a, R>
impl<'v, 'a, R> Sync for FxOptionInputs<'v, 'a, R>
impl<'v, 'a, R> Unpin for FxOptionInputs<'v, 'a, R>where
R: Unpin,
impl<'v, 'a, R> UnsafeUnpin for FxOptionInputs<'v, 'a, R>where
R: UnsafeUnpin,
impl<'v, 'a, R> UnwindSafe for FxOptionInputs<'v, 'a, R>where
R: UnwindSafe + RefUnwindSafe,
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more