Struct AmericanOnFuture 

pub(crate) struct AmericanOnFuture<R> {
    pub value: R,
    pub european: R,
    pub early_exercise: R,
    pub critical: Option<f64>,
}

An American option on a future priced by Barone-Adesi–Whaley, in parts.

value = european + early_exercise, and critical is the futures price beyond which the option is exercised at once (None where early exercise is never optimal and the value is the European one).

Fields

value: R

The American value.

european: R

The discounted European value.

early_exercise: R

What the right to exercise early adds.

critical: Option<f64>

The critical futures price, where one applies.

Trait Implementations

impl<R: Clone> Clone for AmericanOnFuture<R>

fn clone(&self) -> AmericanOnFuture<R>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<R: Copy> Copy for AmericanOnFuture<R>

impl<R: Debug> Debug for AmericanOnFuture<R>

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

Formats the value using the given formatter.

impl<R: PartialEq> PartialEq for AmericanOnFuture<R>

fn eq(&self, other: &AmericanOnFuture<R>) -> 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<R: PartialEq> StructuralPartialEq for AmericanOnFuture<R>