Struct EquityFuture

Source

pub struct EquityFuture {Show 17 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 current_price: Quote,
    pub entry_price: f64,
    pub multiplier: f64,
    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,
}

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§current_price: Quote§entry_price: f64§multiplier: f64§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

Struct EquityFuture Copy item path

Fields§

Implementations§

impl EquityFuture

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

impl EquityFuture

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 EquityFuture

fn npv(&self) -> f64

Auto Trait Implementations§

impl Freeze for EquityFuture

impl RefUnwindSafe for EquityFuture

impl Send for EquityFuture

impl Sync for EquityFuture

impl Unpin for EquityFuture

impl UnsafeUnpin for EquityFuture

impl UnwindSafe for EquityFuture

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 EquityFuture

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>,