pub struct GreeksData {Show 20 fields
pub ts_init: UnixNanos,
pub ts_event: UnixNanos,
pub instrument_id: InstrumentId,
pub is_call: bool,
pub strike: f64,
pub expiry: i32,
pub expiry_in_years: f64,
pub multiplier: f64,
pub quantity: f64,
pub underlying_price: f64,
pub interest_rate: f64,
pub cost_of_carry: f64,
pub vol: f64,
pub pnl: f64,
pub price: f64,
pub delta: f64,
pub gamma: f64,
pub vega: f64,
pub theta: f64,
pub itm_prob: f64,
}
Fields§
§ts_init: UnixNanos
§ts_event: UnixNanos
§instrument_id: InstrumentId
§is_call: bool
§strike: f64
§expiry: i32
§expiry_in_years: f64
§multiplier: f64
§quantity: f64
§underlying_price: f64
§interest_rate: f64
§cost_of_carry: f64
§vol: f64
§pnl: f64
§price: f64
§delta: f64
§gamma: f64
§vega: f64
§theta: f64
§itm_prob: f64
Implementations§
Source§impl GreeksData
impl GreeksData
pub fn new( ts_init: UnixNanos, ts_event: UnixNanos, instrument_id: InstrumentId, is_call: bool, strike: f64, expiry: i32, expiry_in_years: f64, multiplier: f64, quantity: f64, underlying_price: f64, interest_rate: f64, cost_of_carry: f64, vol: f64, pnl: f64, price: f64, delta: f64, gamma: f64, vega: f64, theta: f64, itm_prob: f64, ) -> Self
pub fn from_delta( instrument_id: InstrumentId, delta: f64, multiplier: f64, ts_event: UnixNanos, ) -> Self
Trait Implementations§
Source§impl Clone for GreeksData
impl Clone for GreeksData
Source§fn clone(&self) -> GreeksData
fn clone(&self) -> GreeksData
Returns a duplicate of the value. Read more
1.0.0 · Source§const fn clone_from(&mut self, source: &Self)
const fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moreSource§impl Debug for GreeksData
impl Debug for GreeksData
Source§impl Default for GreeksData
impl Default for GreeksData
Source§impl Display for GreeksData
impl Display for GreeksData
Source§impl From<GreeksData> for PortfolioGreeks
impl From<GreeksData> for PortfolioGreeks
Source§fn from(greeks: GreeksData) -> Self
fn from(greeks: GreeksData) -> Self
Converts to this type from the input type.
Source§impl Mul<&GreeksData> for f64
impl Mul<&GreeksData> for f64
Source§type Output = GreeksData
type Output = GreeksData
The resulting type after applying the
*
operator.Source§fn mul(self, greeks: &GreeksData) -> GreeksData
fn mul(self, greeks: &GreeksData) -> GreeksData
Performs the
*
operation. Read moreAuto Trait Implementations§
impl Freeze for GreeksData
impl RefUnwindSafe for GreeksData
impl Send for GreeksData
impl Sync for GreeksData
impl Unpin for GreeksData
impl UnwindSafe for GreeksData
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> Separable for Twhere
T: Display,
impl<T> Separable for Twhere
T: Display,
Source§fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String
fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String
Adds separators according to the given
SeparatorPolicy
. Read moreSource§fn separate_with_commas(&self) -> String
fn separate_with_commas(&self) -> String
Inserts a comma every three digits from the right. Read more
Source§fn separate_with_spaces(&self) -> String
fn separate_with_spaces(&self) -> String
Inserts a space every three digits from the right. Read more
Source§fn separate_with_dots(&self) -> String
fn separate_with_dots(&self) -> String
Inserts a period every three digits from the right. Read more
Source§fn separate_with_underscores(&self) -> String
fn separate_with_underscores(&self) -> String
Inserts an underscore every three digits from the right. Read more