Struct State 

struct State {
    t: f64,
    x: f64,
    y: f64,
    ix: f64,
    iy: f64,
    xf: f64,
    ixf: f64,
    w: f64,
}

A path’s state: the factors, their integrals, and its time.

Fields

t: f64

x: f64

y: f64

ix: f64

iy: f64

xf: f64

A cross-currency note’s collateral-currency factor, its integral and the FX innovation σ_S·W; zero otherwise.

ixf: f64

w: f64

Implementations

impl State

const ORIGIN: State

fn advance(self, to: f64, law: &StepLaw, rng: &mut Stream) -> State

This state carried to to under law, four normals drawn.

fn step(self, model: &Model<'_, '_>, to: f64, rng: &mut Stream) -> State

This state carried to to, its law computed for the step; no draw for a step of no length.

fn jumped(self, b: f64, jumps: &[(f64, f64)], inclusive: bool) -> State

This diffusive state with the crisis jumps (θ, J) before it added — at θ itself too when inclusive. The intensity factor is linear, so a jump J at θ lifts y by J·e^{−b(t−θ)} and ∫y by J·B_b(θ, t) whatever the path did since.

Trait Implementations

impl Clone for State

fn clone(&self) -> State

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for State