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hub / github.com/MarcusRainbow/QuantMath / MonteCarloContext

Interface MonteCarloContext

src/instruments/mod.rs:586–609  ·  view source on GitHub ↗

Context for Monte-Carlo pricing. The most important thing this gives is the observations, both historical (fixings) and future (paths).

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Callers

nothing calls this directly

Implementers 1

blackdiffusion.rssrc/models/blackdiffusion.rs

Calls

no outgoing calls

Tested by

no test coverage detected