Struct PortfolioGreeksParamsBuilder 

pub struct PortfolioGreeksParamsBuilder { /* private fields */ }

Builder for PortfolioGreeksParams.

Implementations

impl PortfolioGreeksParamsBuilder

pub fn underlyings<VALUE: Into<Option<Vec<String>>>>( &mut self, value: VALUE, ) -> &mut Self

List of underlying symbols to filter by

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

Venue to filter positions by

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

Instrument ID to filter positions by

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

Strategy ID to filter positions by

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

Position side to filter by (default: NoPositionSide)

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 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 greeks_filter<VALUE: Into<Option<GreeksFilterCallback>>>( &mut self, value: VALUE, ) -> &mut Self

Filter function for greeks

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<PortfolioGreeksParams, PortfolioGreeksParamsBuilderError>

Builds a new PortfolioGreeksParams.

Errors

If a required field has not been initialized.

Trait Implementations

impl Clone for PortfolioGreeksParamsBuilder

fn clone(&self) -> PortfolioGreeksParamsBuilder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Default for PortfolioGreeksParamsBuilder

fn default() -> Self

Returns the “default value” for a type.