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AccumulatorData

rustyqlib::equity::accumulator

Struct AccumulatorData

pub struct AccumulatorData {Show 16 fields
    pub symbol: String,
    pub side: String,
    pub underlying_price: f64,
    pub strike: f64,
    pub barrier: f64,
    pub observations: usize,
    pub maturity: String,
    pub shares_per_day: Option<f64>,
    pub gearing: Option<f64>,
    pub risk_free_rate: f64,
    pub dividend: Option<f64>,
    pub volatility: f64,
    pub pricer: Option<String>,
    pub simulation: Option<u64>,
    pub mc_seed: Option<u64>,
    pub valuation_date: Option<String>,
}

Expand description

JSON contract data ("product_type": "accumulator").

Fields§

§symbol: String§side: String

“accumulator” | “decumulator”.

§underlying_price: f64§strike: f64

Contractual trade price (below spot for accumulators).

§barrier: f64

Knock-out level (above spot for accumulators, below for decumulators).

§observations: usize

Number of equally spaced observation days (last = maturity).

§maturity: String

Maturity date, YYYY-MM-DD.

§shares_per_day: Option<f64>

Shares traded per observation (default 1).

§gearing: Option<f64>

Quantity multiplier on the adverse side (default 2 = double-up).

§risk_free_rate: f64§dividend: Option<f64>§volatility: f64§pricer: Option<String>§simulation: Option<u64>§mc_seed: Option<u64>§valuation_date: Option<String>

Pricing as-of date (YYYY-MM-DD); defaults to today.

Trait Implementations§

impl Clone for AccumulatorData

fn clone(&self) -> AccumulatorData

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for AccumulatorData

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for AccumulatorData

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for AccumulatorData

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for AccumulatorData

impl RefUnwindSafe for AccumulatorData

impl Send for AccumulatorData

impl Sync for AccumulatorData

impl Unpin for AccumulatorData

impl UnsafeUnpin for AccumulatorData

impl UnwindSafe for AccumulatorData

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

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

Initializes a with the given initializer. Read more

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

Dereferences the given pointer. Read more

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

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

Performs the conversion.

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

fn vzip(self) -> V