Functions — github.com/MarcusRainbow/QuantMath

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Functions887 in github.com/MarcusRainbow/QuantMath

⨍ Functions 887◇ Types & classes 167

Functionevery_day_calendar_step_consistency

()

src/dates/calendar.rs:639

Functionexpect_fail

()

src/core/qm.rs:79

Functionexpect_succeed

()

src/core/qm.rs:84

Methodexpecting

(&self, formatter: &mut fmt::Formatter)

src/instruments/mod.rs:281

Methodexpecting

(&self, formatter: &mut fmt::Formatter)

src/core/factories.rs:485

Methodexpecting

(&self, formatter: &mut fmt::Formatter)

src/core/dedup.rs:266

Methodexpecting

(&self, formatter: &mut fmt::Formatter)

src/data/fixings.rs:188

Functionfacade_forward_starting_european_price

()

src/facade/mod.rs:202

Functionfacade_read_currency

()

src/facade/mod.rs:240

Functionfacade_read_equity

()

src/facade/mod.rs:246

Functionfail_from_bad_date_string

()

src/dates/mod.rs:337

Functionfind_fixing_past

()

src/data/fixings.rs:301

Functionfind_fixing_today

()

src/data/fixings.rs:268

Functionfind_optional_fixing_past

()

src/data/fixings.rs:325

Methodfixed_divs_after

Returns the NPV of any cash dividends after the given date. Defaults to returning zero, because many sort of forwards have no dividends.

src/data/forward.rs:26

Functionflat_vol_surface

()

src/data/volsurface.rs:910

Methodfmt

(&self, f: &mut fmt::Formatter)

src/facade/mod.rs:163

Methodfmt

(&self, f: &mut fmt::Formatter)

src/instruments/bonds.rs:100

Methodfmt

(&self, f: &mut fmt::Formatter)

src/instruments/basket.rs:112

Methodfmt

(&self, f: &mut fmt::Formatter)

src/instruments/assets.rs:86

Methodfmt

(&self, f: &mut fmt::Formatter)

src/core/qm.rs:31

Methodfmt

(&self, f: &mut fmt::Formatter)

src/core/factories.rs:99

Methodfmt

(&self, f: &mut fmt::Formatter)

src/core/dedup.rs:231

Methodfmt

(&self, f: &mut fmt::Formatter)

src/data/voldecorators.rs:319

Methodfmt

(&self, f: &mut fmt::Formatter)

src/dates/mod.rs:156

Methodfmt

(&self, f: &mut fmt::Formatter)

src/dates/datetime.rs:29

Methodforward_curve

(&self, _instrument: &Instrument, _high_water_mark: Date)

src/instruments/bonds.rs:197

Methodforward_curve

(&self, instrument: &Instrument, high_water_mark: Date)

src/instruments/basket.rs:227

Methodforward_curve

(&mut self, instrument: &RcInstrument, high_water_mark: Date)

src/risk/dependencies.rs:142

Functionforward_european_call

()

src/instruments/options.rs:822

Functionforward_european_call_at_strike

()

src/instruments/options.rs:766

Functionforward_european_call_far_in_the_money

()

src/instruments/options.rs:752

Functionforward_european_call_fixed_today

()

src/instruments/options.rs:794

Functionforward_european_put

()

src/instruments/options.rs:836

Functionforward_european_put_at_strike

()

src/instruments/options.rs:780

Functionforward_european_put_fixed_today

()

src/instruments/options.rs:808

Functionforward_european_tests

()

src/risk/marketdata.rs:635

(result: Result<RcCurrency, qm::Error>)

src/facade/handle.rs:40

Methodfrom_empty

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

src/facade/handle.rs:26

Methodfrom_error

(error: qm::Error)

src/facade/handle.rs:82

Methodfrom_fixing_table

(result: Result<RcFixingTable, qm::Error>)

src/facade/handle.rs:47

Methodfrom_fixings

Creates a fixing table, given a date to which fixings are known and an array of fixing curve data keyed by instrument id.

src/data/fixings.rs:20

Methodfrom_id

(id: &str)

src/instruments/mod.rs:248

Methodfrom_id

(id: &str)

src/instruments/assets.rs:154

Methodfrom_id

(id: &str)

src/core/factories.rs:453

Methodfrom_id

(id: &str)

src/core/dedup.rs:343

Methodfrom_instrument

(result: Result<RcInstrument, qm::Error>)

src/facade/handle.rs:33

Methodfrom_iter_known_until

Creates a fixing table from a source such as a HashMap iterator, or an iterator from a slice of pairs of ids and slices of Date

src/data/fixings.rs:35

Methodfrom_market_data

(result: Result<RcMarketData, qm::Error>)

src/facade/handle.rs:54

Methodfrom_nil

Constructs an empty, invalid date

src/dates/mod.rs:197

Methodfrom_pricer_factory

(result: Result<RcPricerFactory, qm::Error>)

src/facade/handle.rs:61

Methodfrom_report_generator

(result: Result<RcReportGenerator, qm::Error>)

src/facade/handle.rs:68

Methodfrom_reports

(result: Result<Vec<BoxReport>, qm::Error>)

src/facade/handle.rs:75

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/instruments/bonds.rs:58

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/instruments/basket.rs:58

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/instruments/assets.rs:45

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/instruments/options.rs:246

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/data/volsurface.rs:473

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/data/curves.rs:113

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/data/voldecorators.rs:37

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/dates/rules.rs:68

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/dates/calendar.rs:125

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/pricers/selfpricer.rs:49

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/pricers/montecarlo.rs:58

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/models/blackdiffusion.rs:62

Methodfrom_serial

(de: &mut dyn esd::Deserializer<'de>)

src/risk/timebumped.rs:43

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/risk/deltagamma.rs:42

Methodfrom_serial

(de: &mut esd::Deserializer<'de>)

src/risk/vegavolga.rs:50

Methodfrom_str

Reads a date from a string, which must be an ISO format date of the form YYYY-MM-DD

src/dates/mod.rs:103

Methodfrom_truncated_julian

Constructs a date given a truncated Julian (count of days after 24th May 1968).

src/dates/mod.rs:203

Methodfrom_vanilla

(vanilla: VanillaOption, strike: f64)

src/instruments/options.rs:241

Methodfrom_ymd

Constructs a date given a year, month and day. Note that this constructor does not validate that the year month and date are sensible, but does have r

src/dates/mod.rs:211

Methodget

src/cpp-test/quantmath_runner.cpp:49

Methodget_type_id

(&self)

src/instruments/bonds.rs:35

Methodget_type_id

(&self)

src/instruments/basket.rs:40

Methodget_type_id

(&self)

src/instruments/assets.rs:51

Methodget_type_id

(&self)

src/instruments/options.rs:60

Methodget_type_id

(&self)

src/data/volsurface.rs:414

Methodget_type_id

(&self)

src/data/curves.rs:97

Methodget_type_id

(&self)

src/data/voldecorators.rs:43

Methodget_type_id

(&self)

src/dates/rules.rs:62

Methodget_type_id

(&self)

src/dates/calendar.rs:119

Methodget_type_id

(&self)

src/pricers/selfpricer.rs:55

Methodget_type_id

(&self)

src/pricers/montecarlo.rs:64

Methodget_type_id

(&self)

src/models/blackdiffusion.rs:68

Methodget_type_id

(&self)

src/risk/timebumped.rs:35

Methodget_type_id

(&self)

src/risk/deltagamma.rs:38

Methodget_type_id

(&self)

src/risk/vegavolga.rs:46

Methodhas_spot

(&self, instrument: &RcInstrument)

src/risk/dependencies.rs:40

Methodhash

(&self, state: &mut H)

src/instruments/bonds.rs:114

Methodhash

(&self, state: &mut H)

src/instruments/mod.rs:235

Methodhash

(&self, state: &mut H)

src/instruments/basket.rs:138

Methodhash

(&self, state: &mut H)

src/instruments/assets.rs:112

Methodid

(&self)

src/instruments/assets.rs:55

Methodid

(&self)

src/core/factories.rs:435

Functionillegal_date_creation_and_access

()

src/dates/mod.rs:287

Functionimplied_vol_european_call

()

src/solvers/impliedvol.rs:69

Methodinterp_cmp

(&self, other: DateDayFraction)

src/dates/datetime.rs:136

Methodinterp_diff

(&self, other: Date)

src/dates/mod.rs:186

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