Enum FuturesSettlement 

pub enum FuturesSettlement {
    Discounted,
    Margined,
}

How an option on a future is settled.

Variants

Discounted

Premium paid up front; the payoff is discounted at the risk-free rate.

Margined

Futures-style: the premium is margined, so the payoff is undiscounted.

Implementations

impl FuturesSettlement

pub fn discount_factor(&self, r: f64, t: f64) -> f64

Discount factor applied to the payoff: e^{-rT} when the premium is paid up front, 1 when it is margined.

Trait Implementations

impl Clone for FuturesSettlement

fn clone(&self) -> FuturesSettlement

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FuturesSettlement

impl Debug for FuturesSettlement

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for FuturesSettlement

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for FuturesSettlement

impl FromStr for FuturesSettlement

type Err = String

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl PartialEq for FuturesSettlement

fn eq(&self, other: &FuturesSettlement) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for FuturesSettlement

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for FuturesSettlement