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CliquetOptionData

rustyqlib::equity::cliquet

Struct CliquetOptionData

pub struct CliquetOptionData {Show 18 fields
    pub symbol: String,
    pub resets: usize,
    pub maturity: String,
    pub local_floor: f64,
    pub local_cap: Option<f64>,
    pub global_floor: Option<f64>,
    pub global_cap: Option<f64>,
    pub notional: Option<f64>,
    pub risk_free_rate: f64,
    pub dividend: Option<f64>,
    pub volatility: f64,
    pub heston: Option<HestonParams>,
    pub pricer: Option<String>,
    pub simulation: Option<u64>,
    pub mc_seed: Option<u64>,
    pub style: Option<String>,
    pub coupon: Option<f64>,
    pub valuation_date: Option<String>,
}

Expand description

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

Fields§

§symbol: String§resets: usize

Number of equally-spaced reset periods.

§maturity: String

Maturity date, YYYY-MM-DD.

§local_floor: f64

Per-period floor on the return (e.g. 0.0 for a ratchet).

§local_cap: Option<f64>

Per-period cap on the return.

§global_floor: Option<f64>§global_cap: Option<f64>§notional: Option<f64>§risk_free_rate: f64§dividend: Option<f64>§volatility: f64

Flat Black-Scholes volatility (GBM engine and the closed form).

§heston: Option<HestonParams>

Optional Heston parameters: when present the Monte Carlo engine simulates Heston dynamics instead of GBM.

§pricer: Option<String>§simulation: Option<u64>§mc_seed: Option<u64>§style: Option<String>

“standard” (default) | “reverse” | “napoleon”.

§coupon: Option<f64>

Headline coupon for reverse / napoleon styles.

§valuation_date: Option<String>

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

Trait Implementations§

impl Clone for CliquetOptionData

fn clone(&self) -> CliquetOptionData

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 CliquetOptionData

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for CliquetOptionData

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 CliquetOptionData

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 CliquetOptionData

impl RefUnwindSafe for CliquetOptionData

impl Send for CliquetOptionData

impl Sync for CliquetOptionData

impl Unpin for CliquetOptionData

impl UnsafeUnpin for CliquetOptionData

impl UnwindSafe for CliquetOptionData

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