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hub / github.com/MarcusRainbow/QuantMath / Bumpable

Interface Bumpable

src/risk/mod.rs:34–53  ·  view source on GitHub ↗

Interface that defines all bumps of simple underlying market data. This defines most risks that the analytics outputs. Most methods take a save parameter which is a Any class. This is normally a second instance of the Bumpable object, where it can copy any state that is bumped so it can be restored later.

Source from the content-addressed store, hash-verified

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Callers

nothing calls this directly

Implementers 6

selfpricer.rssrc/pricers/selfpricer.rs
montecarlo.rssrc/pricers/montecarlo.rs
blackdiffusion.rssrc/models/blackdiffusion.rs
deltagamma.rssrc/risk/deltagamma.rs
marketdata.rssrc/risk/marketdata.rs
cache.rssrc/risk/cache.rs

Calls

no outgoing calls

Tested by

no test coverage detected