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hub / github.com/MarcusRainbow/QuantMath / prices

Method prices

src/instruments/assets.rs:124–132  ·  view source on GitHub ↗

Currency is worth one currency unit, but only if we are discounting to the date which is when we would receive the currency. This is done outside of this function, which always discounts to the internal settlement date.

(&self, _context: &PricingContext, dates: &[DateTime], out: &mut [f64])

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Callers

nothing calls this directly

Calls 5

dateMethod · 0.80
spot_dateMethod · 0.45
spotMethod · 0.45
forward_curveMethod · 0.45
forwardMethod · 0.45

Tested by

no test coverage detected