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Functions887 in github.com/MarcusRainbow/QuantMath

⨍ Functions 887◇ Types & classes 167

↓ 1 callersMethodis_valid

Is this date within a range of sensible financial dates? Returns false for empty dates, negative or positive infinite dates, as well as for the result

src/dates/mod.rs:229

↓ 1 callersMethodis_zero

src/data/curves.rs:105

↓ 1 callersMethodlast_cash_ex_date

src/data/divstream.rs:126

↓ 1 callersMethodmc_dependencies

(&self, _dates: &[DateDayFraction], output: &mut MonteCarloDependencies)

src/instruments/options.rs:482

↓ 1 callersMethodmc_price

(&self, context: &MonteCarloContext)

src/instruments/options.rs:507

↓ 1 callersFunctionmissing_fixing

Creates a missing fixing error. This is normally done internally in the get method, but if there are complicated rules for fixings, this allows an ext

src/data/fixings.rs:103

↓ 1 callersMethodobservations

src/models/mod.rs:126

↓ 1 callersMethodopposite

This is used for symmetric vega and volga calculation. For example, after an up bump, we want a down bump that both cancels out the up bump and applie

src/data/bumpvol.rs:42

↓ 1 callersFunctionprice_european_using_c_interface

src/facade/c_interface.rs:494

↓ 1 callersFunctionprice_given_vol

(pricer: &mut Pricer, vol: f64, id: &str)

src/solvers/impliedvol.rs:43

↓ 1 callersMethodprices

Currency is worth one currency unit, but only if we are discounting to the date which is when we would receive the currency.

src/instruments/bonds.rs:124

↓ 1 callersFunctionprocess_file

src/cpp-test/quantmath_runner.cpp:92

↓ 1 callersFunctionqm_assert_approx_eq_reports

(reports_freed: u64, expected_freed: u64, tol_price: f64, tol_ccy_risk: f64, tol_unit_risk: f64)

src/facade/c_interface.rs:328

↓ 1 callersFunctionqm_currency_from_json_file

(source: *const c_char)

src/facade/c_interface.rs:105

↓ 1 callersFunctionqm_fixing_table_from_json_file

(source: *const c_char)

src/facade/c_interface.rs:157

↓ 1 callersFunctionqm_fixing_table_from_json_string

(source: *const c_char)

src/facade/c_interface.rs:167

↓ 1 callersFunctionqm_instrument_from_json_file

( source: *const c_char, dedup_ccy: QmDedupControl, number_of_currencies: u32, currencies: *c

src/facade/c_interface.rs:38

↓ 1 callersFunctionqm_market_data_from_json_file

(source: *const c_char)

src/facade/c_interface.rs:182

↓ 1 callersFunctionqm_market_data_from_json_string

(source: *const c_char)

src/facade/c_interface.rs:192

↓ 1 callersFunctionqm_pricer_factory_from_json_file

(source: *const c_char)

src/facade/c_interface.rs:132

↓ 1 callersFunctionqm_pricer_factory_from_json_string

(source: *const c_char)

src/facade/c_interface.rs:142

↓ 1 callersFunctionqm_report_generator_from_json_file

(source: *const c_char)

src/facade/c_interface.rs:209

↓ 1 callersFunctionqm_report_generator_from_json_string

(source: *const c_char)

src/facade/c_interface.rs:219

↓ 1 callersFunctionqm_reports_as_json_string

src/facade/c_interface.rs:263

↓ 1 callersFunctionqm_reports_from_json_string

(source: *const c_char)

src/facade/c_interface.rs:247

↓ 1 callersMethodr_and_t

(&self, _date: Date)

src/data/curves.rs:101

↓ 1 callersMethodrefetch_all

Refetch all paths for all assets. Note that this does not refetch the correlated gaussians, so does not work for a correlation bump. It also assumes t

src/models/blackdiffusion.rs:237

↓ 1 callersMethodrefetch_all

Refetch all of the cached data after some change that affects all dependencies, such as a theta bump

src/risk/cache.rs:60

↓ 1 callersFunctionreports_as_string

Converts a report into a JSON string. This call does not consume the handle that is passed in.

src/facade/handle.rs:268

↓ 1 callersMethodrestore

(&mut self, saved: &Saveable)

src/risk/deltagamma.rs:255

↓ 1 callersFunctionsample_basket

src/instruments/basket.rs:188

↓ 1 callersFunctionsample_currency

src/instruments/bonds.rs:160

↓ 1 callersFunctionsample_currency

src/risk/dependencies.rs:214

↓ 1 callersFunctionsample_currency

examples/montecarlo.rs:95

↓ 1 callersFunctionsample_equity

(currency: RcCurrency, step: u32)

src/risk/dependencies.rs:225

↓ 1 callersFunctionsample_equity

(currency: RcCurrency, step: u32)

examples/montecarlo.rs:106

↓ 1 callersFunctionsample_european

examples/montecarlo.rs:111

↓ 1 callersFunctionsample_fixings

src/instruments/options.rs:699

↓ 1 callersFunctionsample_fixings

examples/montecarlo.rs:126

↓ 1 callersFunctionsample_pricing_context

src/instruments/bonds.rs:214

↓ 1 callersFunctionsample_pricing_context

(spot_az: f64, spot_bp: f64)

src/instruments/basket.rs:252

↓ 1 callersFunctionsample_zero_coupon

(currency: RcCurrency, step: u32)

src/instruments/bonds.rs:166

↓ 1 callersMethodserialize

(&self, serializer: S)

src/core/factories.rs:106

↓ 1 callersMethodserialize

(&self, serializer: S)

src/core/dedup.rs:349

↓ 1 callersFunctionserialize_output

(to_write: &T, pretty: bool, out: &mut Write)

src/facade/mod.rs:183

↓ 1 callersMethodsettlement

src/instruments/assets.rs:69

↓ 1 callersFunctionsingle_vol_id

(pricer: &Pricer)

src/solvers/impliedvol.rs:49

↓ 1 callersMethodsolve

(&self, pricer: &mut Pricer, target: f64, min: f64, max: f64)

src/solvers/impliedvol.rs:31

↓ 1 callersMethodspot

(&self, _id: &str)

src/instruments/assets.rs:457

↓ 1 callersMethodspot_date

src/instruments/options.rs:642

↓ 1 callersMethodspot_date

src/risk/marketdata.rs:175

↓ 1 callersMethodsticky_forward_bump

(&mut self, new_spot_date: Date, dependencies: &DependencyCollector)

src/risk/marketdata.rs:101

↓ 1 callersMethodsticky_spot_bump

(&mut self, _new_spot_date: Date, _dependencies: &DependencyCollector)

src/risk/marketdata.rs:129

↓ 1 callersFunctionstring_or_struct_polymorphic

Sadly, I don't think there is an easy way to make this generic. Part of the problem is the interface to visitor, which parameterises the types for Err

src/instruments/mod.rs:267

↓ 1 callersFunctionstring_or_struct_polymorphic

Sadly, I don't think there is an easy way to make this generic. Part of the problem is the interface to visitor, which parameterises the types for Err

src/core/factories.rs:471

↓ 1 callersMethodsubreports

src/risk/timebumped.rs:49

↓ 1 callersFunctionto_saved

(opt_saveable: Option<&mut Saveable>)

src/models/blackdiffusion.rs:638

↓ 1 callersFunctionto_saved

(opt_any_saved: Option<&mut Saveable>)

src/risk/cache.rs:331

↓ 1 callersFunctionto_saved_data

(opt_save: Option<&mut Saveable>)

src/risk/marketdata.rs:307

↓ 1 callersFunctiontruncated_julian_from_ymd

Calculates a julian date given a year, month and day. (Code adapted from FORTRAN code in http://aa.usno.navy.mil/faq/docs/JD_Formula.php)

src/dates/mod.rs:244

↓ 1 callersMethodundiscounted_sum

Returns the sum of all cash and relative dividend amounts between two dates. Dividends on the 'from' date are not included. Dividends on the 'to' date

src/data/divstream.rs:315

↓ 1 callersMethodunit_risk

src/risk/mod.rs:168

↓ 1 callersMethodupdate_instruments

Creates a fixing table representing any fixings between the old and new spot dates, and applies it to the instruments, modifying the vector if necessa

src/risk/bumptime.rs:57

↓ 1 callersMethodvalidate

(self, other: &'v TimeBumpedReport, tol: &ReportTolerances, msg: &str, diffs: &mut fmt::Formatter)

src/risk/timebumped.rs:53

↓ 1 callersMethodvalidate

(self, other: &'v DeltaGammaReport, tol: &ReportTolerances, _msg: &str, diffs: &mut fmt::Formatter)

src/risk/deltagamma.rs:50

↓ 1 callersMethodvalidate

(self, other: &'v VegaVolgaReport, tol: &ReportTolerances, _msg: &str, diffs: &mut fmt::Formatter)

src/risk/vegavolga.rs:58

↓ 1 callersMethodvalidate_report

(&self, other: &Report, tol: &ReportTolerances, msg: &str, diffs: &mut fmt::Formatter)

src/risk/vegavolga.rs:83

↓ 1 callersMethodvol_forward_dynamics

Returns the forward dynamics for vol surfaces on this instrument. Defaults to sticky strike, so you need to override this for instruments that may hav

src/instruments/mod.rs:110

↓ 1 callersMethodvol_surface_hwm

(&self, instrument: &RcInstrument)

src/risk/dependencies.rs:54

↓ 1 callersMethodvol_time_dynamics

Returns the time dynamics for vol surfaces on this instrument. Defaults to constant expiry, so you need to override this for instruments that may have

src/instruments/mod.rs:101

↓ 1 callersMethodvolatility

Convenience function to fetch a single volatility. This does not have to be implemented by every implementer of the trait, though it could be for perf

src/data/volsmile.rs:25

↓ 1 callersMethodwrap

src/core/dedup.rs:107

↓ 1 callersMethodyield_curve

(&self, _credit_id: &str, _high_water_mark: Date)

src/instruments/basket.rs:206

↓ 1 callersMethodyield_curve

(&self, _credit_id: &str, _high_water_mark: Date)

src/instruments/assets.rs:446

↓ 1 callersFunctionymd_from_truncated_julian

Calculates a year, month, day, given a julian date. (Code adapted from FORTRAN code in http://aa.usno.navy.mil/faq/docs/JD_Formula.php)

src/dates/mod.rs:255

src/cpp-test/quantmath_runner.cpp:18

src/cpp-test/quantmath_runner.cpp:58

Deserialize a value of type `A` as trait-object.

src/core/factories.rs:317

(self, other: i32)

src/dates/mod.rs:63

(self, other: i32)

src/dates/datetime.rs:58

Functionadd_and_subtract_dates

src/dates/mod.rs:389

Methodadd_assign

(&mut self, other: i32)

src/dates/mod.rs:70

Methodadd_assign

(&mut self, other: i32)

src/dates/datetime.rs:64

(&self, surface: RcRateCurve)

src/data/bumpyield.rs:26

(&self, divs: RcDividendStream)

src/data/bumpdivs.rs:20

(&self, old_spot: f64)

src/data/bumpspot.rs:22

Functionapprox_eq_tests

src/math/numerics.rs:58

Methodas_bumpable

src/risk/marketdata.rs:301

src/facade/handle.rs:86

Methodas_instrument

src/instruments/bonds.rs:120

Methodas_instrument

src/instruments/basket.rs:144

Methodas_instrument

src/instruments/assets.rs:118

Methodas_instrument

src/instruments/options.rs:443

Methodas_interp

src/instruments/mod.rs:460

Methodas_mc_priceable

Cast from instrument to an mc_priceable. Returns None if not possible.

src/instruments/mod.rs:130

Methodas_mut_bumpable

src/risk/marketdata.rs:302

Methodas_mut_time_bumpable

src/risk/deltagamma.rs:228

Methodas_priceable

Cast from instrument to a priceable. Returns None if not possible.

src/instruments/mod.rs:125

Methodas_priceable

src/instruments/assets.rs:80

Deserialize a value of type `B` as trait-object.

src/core/factories.rs:322

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