Struct Option Greeks Cache &nbsp; Copy item path

impl OptionGreeksCache

pub fn new() -> Self

Create a new option greeks cache.

pub fn update_from_computation( &mut self, instrument_id: InstrumentId, computation: &OptionComputation, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<OptionGreeks>

Updates cached state from an IB option computation tick.

IB reports a magnified option’s computation in the contract’s currency, not in its market data unit: for an OZC option quoted in cents, the underlying price is in dollars and the greeks are per dollar. The computation is therefore already in the instrument’s units and no price magnifier applies.

pub fn update_open_interest( &mut self, instrument_id: InstrumentId, open_interest: f64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<OptionGreeks>

Updates cached state from an open-interest tick.

pub fn clear(&mut self)

Clear all cached greeks.

Trait Implementations§

impl Debug for OptionGreeksCache

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

Formats the value using the given formatter. Read more

impl Default for OptionGreeksCache

fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl UnwindSafe for OptionGreeksCache

Blanket Implementations§

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