hub / github.com/MarcusRainbow/QuantMath / PricingContext

Interface PricingContext

src/instruments/mod.rs:470–509 · view source on GitHub ↗

A pricing context contains the market data needed for an instrument to price itself. As we add new types of market data, we can add new methods to this interface.

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Callers

nothing calls this directly

Implementers 6

bonds.rssrc/instruments/bonds.rs

basket.rssrc/instruments/basket.rs

assets.rssrc/instruments/assets.rs

options.rssrc/instruments/options.rs

marketdata.rssrc/risk/marketdata.rs

cache.rssrc/risk/cache.rs

Calls

no outgoing calls

Tested by

no test coverage detected