Struct EquityForward

Source

pub struct EquityForward {Show 16 fields
    pub symbol: String,
    pub currency: Option<String>,
    pub exchange: Option<String>,
    pub name: Option<String>,
    pub cusip: Option<String>,
    pub isin: Option<String>,
    pub settlement_type: Option<String>,
    pub underlying_price: Quote,
    pub forward_price: Quote,
    pub risk_free_rate: f64,
    pub dividend_yield: f64,
    pub borrow_cost: f64,
    pub maturity_date: NaiveDate,
    pub valuation_date: NaiveDate,
    pub long_short: LongShort,
    pub notional: f64,
}

Expand description

A forward contract is an agreement between two parties to buy or sell, as the case may be, a commodity (or financial instrument or currency or any other underlying) on a pre-determined future date at a price agreed when the contract is entered into.

Fields§

§symbol: String§currency: Option<String>§exchange: Option<String>§name: Option<String>§cusip: Option<String>§isin: Option<String>§settlement_type: Option<String>§underlying_price: Quote§forward_price: Quote§risk_free_rate: f64§dividend_yield: f64§borrow_cost: f64

Continuous stock borrow (repo) cost; part of the carry.

§maturity_date: NaiveDate§valuation_date: NaiveDate§long_short: LongShort§notional: f64

Struct EquityForward Copy item path

Fields§

Implementations§

impl EquityForward

pub fn from_json(data: &EquityForwardData) -> Box<Self>

impl EquityForward

pub fn delta(&self) -> f64

pub fn gamma(&self) -> f64

pub fn vega(&self) -> f64

pub fn theta(&self) -> f64

pub fn rho(&self) -> f64

Trait Implementations§

impl Instrument for EquityForward

fn npv(&self) -> f64

Auto Trait Implementations§

impl Freeze for EquityForward

impl RefUnwindSafe for EquityForward

impl Send for EquityForward

impl Sync for EquityForward

impl Unpin for EquityForward

impl UnsafeUnpin for EquityForward

impl UnwindSafe for EquityForward

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> From<T> for T

fn from(t: T) -> T

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

Struct EquityForward

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T, U> Into<U> for T
where U: From<T>,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,