Functions — github.com/MarcusRainbow/QuantMath

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Functions887 in github.com/MarcusRainbow/QuantMath

⨍ Functions 887◇ Types & classes 167

Methodbase_date

(&self)

src/data/curves.rs:104

Methodbase_date

(&self)

src/data/voldecorators.rs:73

Functionbasket_european_put

()

src/instruments/options.rs:850

Functionbasket_forward_european_put

()

src/instruments/options.rs:862

Functionbasket_tagged_serde_dedup_error_if_missing

()

src/instruments/options.rs:1853

Functionbasket_tagged_serde_dedup_inline

()

src/instruments/options.rs:1404

Functionbasket_tagged_serde_dedup_write_once

()

src/instruments/options.rs:1689

Functionblack76_price

()

src/math/optionpricing.rs:76

Functionbrent_arcsin

()

src/math/brent.rs:112

Methodbump

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

src/models/blackdiffusion.rs:548

Methodbump

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

src/risk/deltagamma.rs:243

Functionc

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

src/core/factories.rs:327

Functionc_interface_forward_starting_european_price

()

src/facade/c_interface.rs:490

Functionc_interface_load_currency

()

src/facade/c_interface.rs:439

Functionc_interface_load_equity

()

src/facade/c_interface.rs:455

Functioncheck_curves

()

src/data/curves.rs:303

Functioncheck_discounted_divs

()

src/data/divstream.rs:453

Functioncheck_undiscounted_divs

()

src/data/divstream.rs:432

Methodclear

(&mut self)

src/models/blackdiffusion.rs:673

Methodclone_box

(&self)

src/pricers/selfpricer.rs:125

Methodclone_box

(&self)

src/pricers/montecarlo.rs:144

Methodclone_box

(&self)

src/risk/deltagamma.rs:239

Functionconstant_expiry_dynamics

()

src/data/voldecorators.rs:426

Functionconstant_expiry_vol_surface

()

src/data/voldecorators.rs:401

Functioncontained_date_serde

src/pricers/selfpricer.rs:138

Methodcontext

(&self)

src/pricers/montecarlo.rs:157

Methodcontext

(&self)

src/models/blackdiffusion.rs:613

Methodcontext

(&self)

src/risk/marketdata.rs:280

Methodcorrelation

(&self, _first: &Instrument, _second: &Instrument)

src/instruments/bonds.rs:208

Methodcorrelation

(&self, _first: &Instrument, _second: &Instrument)

src/instruments/basket.rs:246

Methodcorrelation

(&self, _first: &Instrument, _second: &Instrument)

src/instruments/assets.rs:472

Methodcorrelation

(&self, _first: &Instrument, _second: &Instrument)

src/instruments/options.rs:689

Methodcorrelation

(&self, _first: &Instrument, _second: &Instrument)

src/risk/marketdata.rs:228

Functioncreate_and_write_date_from_string

()

src/dates/mod.rs:358

Functioncreate_date_from_string

()

src/dates/mod.rs:331

Functioncreate_date_from_ymd

()

src/dates/mod.rs:302

Functioncreate_div_stream

()

src/data/divstream.rs:425

Functioncubic_spline_floats

()

src/math/interpolation.rs:518

Functioncubic_spline_integers

()

src/math/interpolation.rs:487

Functioncubic_spline_interp_serde

()

src/math/interpolation.rs:589

Functiondate_creation_and_access

If the given date is a holiday, what weight should it receive? Returns 1.0 for a business day, 0.0 for a pure holiday with no weight, and potentially

src/dates/calendar.rs:62

Functiondelta_gamma_european

()

src/risk/deltagamma.rs:271

Methoddependencies

(&self, context: &mut DependencyContext)

src/instruments/bonds.rs:80

Methoddependencies

(&self, context: &mut DependencyContext)

src/instruments/basket.rs:68

Methoddependencies

(&self, context: &mut DependencyContext)

src/instruments/assets.rs:73

Methoddependencies

(&self, context: &mut DependencyContext)

src/instruments/options.rs:304

Methoddependencies

(&self)

src/pricers/selfpricer.rs:134

Methoddependencies

(&self)

src/pricers/montecarlo.rs:153

Methoddependencies

(&self)

src/risk/marketdata.rs:272

Methoddepends_on_forward

Returns true if this vol dynamic has any dependence on the forward. If not, there is no need to rebuild the vol surface when the forward changes.

src/data/volsurface.rs:400

Methodderef

(&self)

src/data/fixings.rs:125

Methodderef

(&self)

src/data/divstream.rs:143

Methoddeserialize

(deserializer: D)

src/instruments/mod.rs:184

Methoddeserialize

(deserializer: D)

src/instruments/assets.rs:168

Methoddeserialize

(deserializer: D)

src/core/factories.rs:287

Methoddeserialize

(deserializer: D)

src/core/dedup.rs:357

Methoddeserialize

(deserializer: D)

src/data/volsurface.rs:240

Methoddeserialize

(deserializer: D)

src/data/curves.rs:67

Methoddeserialize

(deserializer: D)

src/data/fixings.rs:139

Methoddeserialize

(deserializer: D)

src/data/divstream.rs:157

src/dates/rules.rs:32

Methoddeserialize

(deserializer: D)

src/dates/calendar.rs:91

Methoddeserialize

(deserializer: D)

src/pricers/mod.rs:36

src/math/interpolation.rs:346

src/risk/marketdata.rs:166

Methoddeserialize_with_dedup

(deserializer: D, tls_seed: &'static LocalKey<RefCell<Dedup<T, R>>>, deserialize: F)

src/core/dedup.rs:169

Methoddf

Convenience method that returns the discount factor, rather than its log

src/data/interfaces.rs:21

Methoddisplacement

(&self, date: Date)

src/data/voldecorators.rs:81

Methoddiv_assumptions

The fact that we are using flat vols for all expiries really implies that we do not care about the impact of cash dividends. Pretend there aren't any.

src/data/volsurface.rs:448

Functiondriftless_forward

()

src/data/forward.rs:199

(&self, other: &ZeroCoupon)

src/instruments/bonds.rs:106

Methodeq

(&self, other: &RcInstrument)

src/instruments/mod.rs:227

Methodeq

(&self, other: &Basket)

src/instruments/basket.rs:130

Methodeq

(&self, other: &Currency)

src/instruments/assets.rs:104

Functionequality_and_order_for_date_day_fractions

()

src/dates/datetime.rs:174

Functionequality_and_order_for_date_times

()

src/dates/datetime.rs:154

Functionequality_and_order_for_dates

()

src/dates/mod.rs:415

Functionequity_forward

()

src/data/forward.rs:225

Functioneuropean_bumped_price

()

src/risk/marketdata.rs:552

Functioneuropean_bumped_price_with_prefetch

()

src/risk/cache.rs:406

Functioneuropean_call_at_the_money_before_expiry

()

src/instruments/options.rs:728

Functioneuropean_call_far_in_the_money_at_expiry

()

src/instruments/options.rs:708

Functioneuropean_dependencies

()

src/risk/dependencies.rs:231

Functioneuropean_put_at_the_money_before_expiry

()

src/instruments/options.rs:740

Functioneuropean_put_far_in_the_money_at_expiry

()

src/instruments/options.rs:718

Functioneuropean_serde

()

src/instruments/options.rs:1004

Functioneuropean_tagged_serde_dedup_error_if_missing

()

src/instruments/options.rs:1264

Functioneuropean_tagged_serde_dedup_inline

()

src/instruments/options.rs:1030

Functioneuropean_tagged_serde_dedup_write_once

()

src/instruments/options.rs:1158

Functioneuropean_unbumped_price

()

src/risk/marketdata.rs:540

Functionevery_day_calendar_count_consistency

()

src/dates/calendar.rs:633

Functionevery_day_calendar_is_holiday

()

src/dates/calendar.rs:626

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