Enum ExerciseFlag 

pub enum ExerciseFlag {
    European {
        expiry: Date,
    },
    American {
        start: Date,
        end: Date,
    },
    Bermudan {
        exercise_dates: Vec<Date>,
    },
}

American/European option type enum.

Variants

European

European option (can only be exercised at expiry). Most index options are European.

Fields

expiry: Date

The expiry date of the option.

American

American option (can be exercised at any time before expiry). Most stock options are American.

Fields

start: Date

Initial date of the option.

end: Date

The terminal date of the option.

Bermudan

Bermudan option (can be exercised at specific dates before expiry). Bermudan options are a hybrid of American and European options, hence the name. These are relatively rare and typically used in OTC markets.

Fields

exercise_dates: Vec<Date>

The exercise dates of the option.

Implementations

impl ExerciseFlag

pub fn expiry(&self) -> Date

Get the expiry date of the option.

Trait Implementations

impl Clone for ExerciseFlag

fn clone(&self) -> ExerciseFlag

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExerciseFlag

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

Formats the value using the given formatter.