Module market 

The typed, open-ended market data container: the pricing context.

A Market is not a struct of fields — it is a type-safe dictionary. Each kind of market datum is addressed by its own key type (a MarketKey implementor), and the key pins the value type at compile time: looking up Spot returns a Quote, looking up Vol returns a shared Arc<VolSurface>. Heavy objects (surfaces, curves) live behind Arc, so cloning a market for a scenario shares everything untouched. Storage is open-ended — a new instrument that needs a datum nobody anticipated (a correlation term structure, an FX vol, a forecast curve) defines a new key type and inserts it; no core code changes.

Spot("ACME")     -> Quote(100.0)
Vol("ACME")      -> VolSurface {...}
Discount("USD")  -> YieldCurve {...}

The only runtime failure mode is missing data (RustyQLibError::MissingMarketData) — a wrong-type lookup cannot be written, because the key’s MarketKey::Value fixes the return type.

Instruments consume a market through their own wiring (e.g. EquityOption::npv_in), keeping contract terms (immutable) separate from market state (shared, bumped, repriced).

Structs

Depth

Limit-order-book depth of one underlying, by symbol — the execution-layer observable (MarketDepth), kept separate from the pricing mark (Spot). A trading adapter publishes both and collapses the book into the Spot quote at the snapshot boundary (MarketDepth::to_quote); pricing engines never walk a ladder. Scenario shocks bump Spot and leave depth untouched.

Discount

Discount curve, by currency code (e.g. "USD"). Arc-shared and copy-on-write, like Vol.

Market

A market snapshot: valuation date plus a typed store of market data, shared across a book. See the module docs for the design.

Shock

One shock on one factor. The how of each bump lives with the bumped type (VolSurface::bumped, YieldCurve::bumped); a shock only names the factor, the sizing and an optional underlying filter.

Spot

Spot quote of one underlying, by symbol.

Vol

Implied volatility surface of one underlying, by symbol.

Enums

BumpMode

How a shock size is applied.

RiskFactor

The risk factor a shock applies to.

Constants

DEFAULT_CURRENCY

Currency assumed when an instrument does not state one, so that such instruments and hand-built markets agree on the same Discount key.

Traits

MarketKey

A typed address for one piece of market data.