Expand description
Greeks calculator for options and futures.
Structs§
- Greeks
Calculator - Calculates instrument and portfolio greeks (sensitivities of price moves with respect to market data moves).
- Instrument
Greeks Params - Builder for instrument greeks calculation parameters.
- Instrument
Greeks Params Builder - Builder for
InstrumentGreeksParams. - Portfolio
Greeks Params - Builder for portfolio greeks calculation parameters.
- Portfolio
Greeks Params Builder - Builder for
PortfolioGreeksParams.
Enums§
- Greeks
Filter Callback - Cloneable wrapper for greeks filter functions.
- Instrument
Greeks Params Builder Error - Error type for InstrumentGreeksParamsBuilder
- Portfolio
Greeks Params Builder Error - Error type for PortfolioGreeksParamsBuilder
Type Aliases§
- Greeks
Filter - Type alias for a greeks filter function.