Functions — github.com/MarcusRainbow/QuantMath

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Functions887 in github.com/MarcusRainbow/QuantMath

⨍ Functions 887◇ Types & classes 167

↓ 119 callersMethodclone

(&self)

src/risk/mod.rs:75

↓ 70 callersFunctiondeserialize

(deserializer: D)

src/data/fixings.rs:179

↓ 50 callersMethodinterpolate

(&self, x: T, points: &[(T, f64)])

src/math/interpolation.rs:215

↓ 48 callersMethodprice

(&self)

src/risk/mod.rs:166

↓ 47 callersFunctionassert_match

(result: Result<f64, qm::Error>, expected: f64)

src/math/interpolation.rs:543

↓ 45 callersMethoddate

(&self)

src/dates/datetime.rs:51

↓ 45 callersMethodinsert

Tries to insert the element into the map. If it was inserted, returns None, otherwise returns the old value.

src/core/dedup.rs:65

↓ 29 callersMethodclear

(&mut self)

src/risk/cache.rs:369

↓ 29 callersMethodforward

(&self, _date: Date)

src/data/forward.rs:47

↓ 28 callersMethodclone

(&self)

src/core/factories.rs:69

↓ 27 callersMethodget

Finds an element given a string, or returns None if not found.

src/core/dedup.rs:70

↓ 27 callersMethodvariances

Fetches the variances at a given date/day-fraction, across a range of strikes.

src/data/volsurface.rs:80

↓ 24 callersFunctionassert_match

(result: Result<f64, qm::Error>, expected: f64)

src/data/forward.rs:293

↓ 23 callersFunctionassert_cash

(result: Result<f64, qm::Error>, expected: f64)

src/data/divstream.rs:513

↓ 22 callersMethodclone

(&self)

src/core/dedup.rs:207

↓ 21 callersMethodwith

Run the supplied closure in the context of this Dedup state

src/core/dedup.rs:40

↓ 20 callersMethodprice

Allow an instrument to price itself. This method can be left as the default implementation, which delegates to prices. The price returned is the expec

src/instruments/mod.rs:423

↓ 19 callersMethodrt

Utility method to return the rate times the time. For example, returns the log of the discount factor from the base date to the given date times -1.

src/data/curves.rs:40

↓ 18 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/pricers/selfpricer.rs:349

↓ 18 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/pricers/montecarlo.rs:373

↓ 18 callersMethodprice

(&self)

src/pricers/selfpricer.rs:103

↓ 18 callersMethodprice

(&self)

src/pricers/montecarlo.rs:123

↓ 17 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/risk/marketdata.rs:698

↓ 17 callersFunctionqm_is_error

(handle: u64)

src/facade/c_interface.rs:345

↓ 17 callersFunctionto_string_pretty

(obj: &DrcStored, control: DedupControl, map: &HashMap<String, DrcStored>)

src/core/factories.rs:646

↓ 16 callersFunctionreturn_handle

(f: &F)

src/facade/c_interface.rs:409

↓ 15 callersMethodas_mut_bumpable

(&mut self)

src/pricers/montecarlo.rs:120

↓ 15 callersMethodclone

Almost any type of handle can be cloned cleanly. The exception is a vector of reports, which is held in non-cloneable boxes. If a handle containing re

src/facade/handle.rs:179

↓ 14 callersMethodas_mut_bumpable

(&mut self)

src/pricers/selfpricer.rs:100

↓ 14 callersMethodday_of_week

Returns 0 for Monday, 1 for Tuesday,..., 6 for Sunday Panics if not a valid date

src/dates/mod.rs:236

↓ 14 callersMethodid

(&self)

src/core/dedup.rs:339

↓ 14 callersFunctionsample_currency

(step: u32)

src/instruments/assets.rs:425

↓ 13 callersMethodapply

(&self, date: Date)

src/dates/rules.rs:58

↓ 13 callersMethodas_mut_bumpable

(&mut self)

src/risk/cache.rs:326

↓ 13 callersMethodbump

(&mut self, bump: &Bump, any_saved: Option<&mut Saveable>)

src/risk/cache.rs:224

↓ 13 callersMethodcdf

(&self, x: f64)

src/math/optionpricing.rs:42

↓ 13 callersMethoddiscounted_sum_from_base

Returns the NPV of all cash and relative dividend amounts up to the given date. We start counting from the base date. All amounts are discounted to th

src/data/divstream.rs:364

↓ 13 callersMethodinterp_diff

(&self, other: f64)

src/math/interpolation.rs:25

↓ 13 callersFunctionsample_equity

(currency: RcCurrency, name: &str, step: u32)

src/instruments/assets.rs:431

↓ 12 callersMethodas_pricing_context

(&self)

src/risk/cache.rs:327

↓ 12 callersFunctionassert_rt

(rt: Result<f64, qm::Error>, v: f64)

src/data/curves.rs:367

↓ 12 callersMethodget

src/cpp-test/quantmath_runner.cpp:71

↓ 12 callersMethodundiscounted_sum_from_base

Returns the sum of all cash and relative dividend amounts up to the given date. We start counting from the base date.

src/data/divstream.rs:325

↓ 11 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

examples/montecarlo.rs:133

↓ 11 callersMethodcount_business_days

(&self, from: Date, from_fraction: f64, to: Date, to_fraction: f64)

src/dates/calendar.rs:141

↓ 11 callersMethodinterpolate

(&self, date: Date)

src/data/forward.rs:33

↓ 11 callersFunctionqm_free_handle

(handle: u64)

src/facade/c_interface.rs:390

↓ 11 callersMethodrestore

(&mut self, any_saved: &Saveable)

src/risk/cache.rs:305

↓ 11 callersFunctionsample_vol_surface

(base: DateDayFraction)

src/data/volsurface.rs:924

↓ 11 callersMethodsettlement

(&self)

src/instruments/options.rs:300

↓ 10 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64, message: &str)

src/math/optionpricing.rs:97

↓ 10 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/risk/timebumped.rs:211

↓ 10 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/risk/cache.rs:494

↓ 10 callersFunctionsample_market_data

()

src/risk/marketdata.rs:512

↓ 9 callersMethodas_bumpable

(&self)

src/risk/cache.rs:325

↓ 9 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/instruments/options.rs:1948

↓ 9 callersFunctionassert_debug_eq

A helper function to assert that the debug representations of two objects are the same

src/core/factories.rs:673

↓ 9 callersFunctionassert_vars

(vars: &[f64], expected: &[f64])

src/data/volsurface.rs:1042

↓ 9 callersFunctionhandle_from_ext

Warning: the lifetime of the returned Handle claims to be static. In fact, it is the lifetime of the external handle, but there is no way of specifyin

src/facade/handle.rs:309

↓ 9 callersMethodwrong_type

(&self, requested: &str)

src/facade/handle.rs:157

↓ 8 callersMethodapply

Applies the bump to the list of instruments. If the list of instruments has not changed, it also applies the bump to the model. If the list of instrum

src/risk/bumptime.rs:35

↓ 8 callersFunctionapprox_eq

Compares two floating point numbers for equality, with margin for error

src/math/numerics.rs:5

↓ 8 callersFunctionconvert_error

(handle: u64)

src/facade/c_interface.rs:558

↓ 8 callersMethodcredit_id

(&self)

src/instruments/options.rs:296

↓ 8 callersMethodget

Tries to get a fixing for the given instrument and date. Returns None if it was absent today, or an error if it was absent in the past.

src/data/fixings.rs:66

↓ 8 callersMethodinterpolate

(&self, left: usize, right: usize, date_time: DateDayFraction, strikes: &[f64

src/data/volsurface.rs:692

↓ 8 callersMethodis_holiday

(&self, _date: Date)

src/dates/calendar.rs:137

↓ 8 callersMethodis_natural

(&self)

src/math/interpolation.rs:95

↓ 8 callersFunctionsample_pricing_context

(spot: f64)

src/instruments/options.rs:695

↓ 8 callersMethodspot_date

(&self)

src/risk/cache.rs:170

↓ 7 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/data/voldecorators.rs:594

↓ 7 callersMethodbump

(&mut self, bump: &Bump, save: Option<&mut Saveable>)

src/pricers/selfpricer.rs:129

↓ 7 callersMethodbump

(&mut self, bump: &Bump, save: Option<&mut Saveable>)

src/pricers/montecarlo.rs:148

↓ 7 callersMethodbump

(&mut self, bump: &Bump, save: Option<&mut Saveable>)

src/risk/marketdata.rs:246

↓ 7 callersFunctionbytes_from_c_string

(source: *const c_char)

src/facade/c_interface.rs:405

↓ 7 callersMethodclear

(&mut self)

src/risk/marketdata.rs:377

↓ 7 callersFunctioncopy_from_saved

(to_restore: &mut HashMap<String, T>, saved: &HashMap<String, T>)

src/risk/marketdata.rs:343

↓ 7 callersFunctionfind_market_data

(id: &str, collection: &HashMap<String, T>, item: &str)

src/risk/marketdata.rs:234

↓ 7 callersMethodfixings_known_until

Gets the date to which fixings are known. Fixings on this date may or may not be known.

src/data/fixings.rs:95

↓ 7 callersFunctionlerp

Low-level linear interpolation function. Guaranteed to exactly equal the end points y0 and y1 when the fraction t is equal to 0 and 1 respectively.

src/math/interpolation.rs:103

↓ 7 callersFunctionopen_c_file

(source: *const c_char)

src/facade/c_interface.rs:398

↓ 7 callersMethodprice

(&self)

src/risk/timebumped.rs:47

↓ 7 callersMethodrestore

(&mut self, saved: &Saveable)

src/pricers/selfpricer.rs:146

↓ 7 callersMethodrestore

(&mut self, saved: &Saveable)

src/pricers/montecarlo.rs:165

↓ 7 callersMethodrestore

(&mut self, any_saved: &Saveable)

src/risk/marketdata.rs:284

↓ 7 callersFunctionsample_european

()

src/risk/marketdata.rs:436

↓ 7 callersFunctionsample_fixings

()

src/data/fixings.rs:252

↓ 7 callersMethodstep

(&self, from: Date, step: i32, _slip_forward: bool)

src/dates/calendar.rs:154

↓ 6 callersFunctionassert_approx

(value: f64, expected: f64, tolerance: f64)

src/risk/deltagamma.rs:337

↓ 6 callersMethodclone

(&self)

src/models/mod.rs:88

↓ 6 callersMethodday_fraction

(&self)

src/dates/datetime.rs:96

↓ 6 callersMethodderef

(&self)

src/core/dedup.rs:220

↓ 6 callersFunctionhandle_error

src/cpp-test/quantmath_runner.cpp:86

↓ 6 callersMethodrefetch

Refetch a single asset

src/models/blackdiffusion.rs:205

↓ 6 callersMethodrefetch

Refetch some of the cached data after a change that affects only the forward or vol surface on one instrument, such as a delta bump

src/risk/cache.rs:70

↓ 6 callersFunctionsample_forward_starting_european

(strike_fraction: f64, id: &str)

src/instruments/options.rs:985

↓ 6 callersFunctionsample_pricer

()

src/risk/deltagamma.rs:208

↓ 6 callersMethodspot_date

(&self)

src/instruments/assets.rs:442

↓ 6 callersMethodstandard_basis

(&self)

src/dates/calendar.rs:158

↓ 6 callersMethodvariance

Convenience method that fetches a single variance. It is generally much more efficient to use the vector method if you need variances for multiple str

src/data/volsurface.rs:102

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