hub / github.com/MarcusRainbow/QuantMath / prices

Method prices

src/instruments/options.rs:88–164 · view source on GitHub ↗

Prices this option with a range of val dates, and given a closure that calculates the strike

(&self, context: &PricingContext, dates: &[DateTime], out: &mut [f64], 
        vol_from: DateDayFraction,  
        strike_and_forward: &Fn(&Priceable) -> Result<(f64, f64), qm::Error>)

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Callers

nothing calls this directly

Calls 15

dateMethod · 0.80

rtMethod · 0.80

forward_varianceMethod · 0.80

put_priceMethod · 0.80

call_priceMethod · 0.80

yield_curveMethod · 0.45

credit_idMethod · 0.45

vol_surfaceMethod · 0.45

forward_curveMethod · 0.45

as_priceableMethod · 0.45

displacementMethod · 0.45

applyMethod · 0.45

Tested by

no test coverage detected