Struct EquityFuture 

pub struct EquityFuture {

    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

Implementations

impl EquityFuture

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

Build from contract data, panicking on any invalid field. Fallible callers should use EquityFuture::try_from_json.

pub fn try_from_json( data: &EquityFutureData, ) -> Result<Box<Self>, RustyQLibError>

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

pub fn vanna(&self) -> f64

pub fn charm(&self) -> f64

pub fn gamma_p(&self) -> f64

pub fn zomma(&self) -> f64

Trait Implementations

impl Instrument for EquityFuture

fn try_npv(&self) -> Result<f64, RustyQLibError>

Present value, or a typed error when the instrument cannot be priced (invalid inputs, or an engine/product combination the library refuses to price).

fn price(&self) -> Result<PricingResult, RustyQLibError>

Price the instrument once, returning value, Greeks and (for Monte Carlo engines) the standard error together in a PricingResult.

fn npv(&self) -> f64

Present value, panicking on any pricing error. Convenience for instruments already known to be valid; fallible callers (batch pricing, services) should use Instrument::try_npv.