Struct InstrumentGreeksParamsBuilder 

pub struct InstrumentGreeksParamsBuilder { /* private fields */ }

Builder for InstrumentGreeksParams.

Implementations

impl InstrumentGreeksParamsBuilder

pub fn instrument_id<VALUE: Into<InstrumentId>>( &mut self, value: VALUE, ) -> &mut Self

The instrument ID to calculate greeks for

pub fn flat_interest_rate<VALUE: Into<f64>>( &mut self, value: VALUE, ) -> &mut Self

Flat interest rate (default: 0.0425)

pub fn flat_dividend_yield<VALUE: Into<Option<f64>>>( &mut self, value: VALUE, ) -> &mut Self

Flat dividend yield

pub fn spot_shock<VALUE: Into<f64>>(&mut self, value: VALUE) -> &mut Self

Spot price shock (default: 0.0)

pub fn vol_shock<VALUE: Into<f64>>(&mut self, value: VALUE) -> &mut Self

Volatility shock (default: 0.0)

pub fn time_to_expiry_shock<VALUE: Into<f64>>( &mut self, value: VALUE, ) -> &mut Self

Time to expiry shock (default: 0.0)

pub fn use_cached_greeks<VALUE: Into<bool>>( &mut self, value: VALUE, ) -> &mut Self

Whether to use cached greeks (default: false)

pub fn cache_greeks<VALUE: Into<bool>>(&mut self, value: VALUE) -> &mut Self

Whether to cache greeks (default: false)

pub fn publish_greeks<VALUE: Into<bool>>(&mut self, value: VALUE) -> &mut Self

Whether to publish greeks (default: false)

pub fn ts_event<VALUE: Into<Option<UnixNanos>>>( &mut self, value: VALUE, ) -> &mut Self

Event timestamp

pub fn position<VALUE: Into<Option<Position>>>( &mut self, value: VALUE, ) -> &mut Self

Position for PnL calculation

pub fn percent_greeks<VALUE: Into<bool>>(&mut self, value: VALUE) -> &mut Self

Whether to compute percent greeks (default: false)

pub fn index_instrument_id<VALUE: Into<Option<InstrumentId>>>( &mut self, value: VALUE, ) -> &mut Self

Index instrument ID for beta weighting

pub fn beta_weights<VALUE: Into<Option<HashMap<InstrumentId, f64>>>>( &mut self, value: VALUE, ) -> &mut Self

Beta weights for portfolio calculations

pub fn vega_time_weight_base<VALUE: Into<Option<i32>>>( &mut self, value: VALUE, ) -> &mut Self

Base value in days for time-weighting vega

pub fn build( &self, ) -> Result<InstrumentGreeksParams, InstrumentGreeksParamsBuilderError>

Builds a new InstrumentGreeksParams.

Errors

If a required field has not been initialized.

Trait Implementations

impl Clone for InstrumentGreeksParamsBuilder

fn clone(&self) -> InstrumentGreeksParamsBuilder

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for InstrumentGreeksParamsBuilder

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for InstrumentGreeksParamsBuilder

fn default() -> Self

Returns the “default value” for a type.