MateoArgudo
MateoArgudo
Could we start first with grouping the pricing models inside the modules to have a better structure? lets say - instruments - general_pricing_models - options - specific pricing models for...
In general the structure of the crate: To have one main folder with all the general pricing models and then inside the different instruments a separate folder for the pricers...
Ok, I understand thanks for the information! I will remain subscribed till then :)
Since Variable operations happen arround `variable.value()` which itself is an `f64` I suggest: 1. Return a Variable with an address to an empy graph, vertex index 0 and values 1,...
Both `num_traits::identities::{One, Zero}` require a function `one() -> Self` or `zero() -> Self` that take no arguments for the initialization of variable. Because: ``` pub struct Variable Self` and `zero()...
I have implemented the functions using a Static empty graph. And added in the `Variable` struct a setter for the graph. Then, if we want to operate with the `Zero`,...
1. Users can create an arbitrarily number of graphs represented by this test: ``` #[test] fn test_multiple_graphs_different_address() { let g1 = Graph::new(); let g2 = Graph::new(); let mut one1 =...
[Here](https://github.com/matormentor/RustQuant/tree/feature/num-traits-variable) is the branch forked from the RustQuant repository. Edit: Please see the last commit contain all changes done from the last state
W.l.o.g. lets talk about the One case. To answer the **first** question: we still have the need to use a static graph since the `One` trait needs the `one()` function...