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hub / github.com/MarcusRainbow/QuantMath / pricer_factory_from_json

Function pricer_factory_from_json

src/facade/mod.rs:75–82  ·  view source on GitHub ↗

A PricerFactory is used to create pricers, given an instrument to price and a fixing table. It contains enough information to define how the pricing is done, for example whether it is Monte-Carlo, how many paths, and which model to use.

(source: &mut Read)

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Calls 1

deserializeFunction · 0.85

Tested by 1