Expand description
Ergonomic construction of EquityOption from Rust code.
The JSON path (EquityOption::from_json) is the primary interface for
the CLI; this builder is the equivalent for library users and for the
runnable examples in examples/.
use rustyqlib::equity::builder::EquityOptionBuilder;
use rustyqlib::equity::utils::Engine;
use rustyqlib::core::trade::PutOrCall;
use rustyqlib::Instrument;
let option = EquityOptionBuilder::new()
.spot(100.0)
.strike(100.0)
.flat_vol(0.30)
.flat_rate(0.05)
.years_to_maturity(1.0)
.vanilla(PutOrCall::Call)
.engine(Engine::BlackScholes)
.build().expect("option must build");
println!("{}", option.npv());