Module 6Traits & GenericsLesson 4 of 822 min
Traits: Payoff Interface
Call/Put behind a trait.
Trait = interface
rust
trait Payoff {
fn payoff(&self, spot: f64) -> f64;
}Call: max(S-K,0); Put: max(K-S,0).
MC engines can price anything implementing Payoff.
Challenge
Add DigitalCall { strike, cash } implementing Payoff.
Tips
- max on f64
- Traits = polymorphism
- Default methods exist
Try it live
Traits: Payoff InterfaceRust 2021
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Output
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