Struct EquityPortfolio 

pub struct EquityPortfolio {
    pub positions: Vec<Position>,
}

A book of option positions on the same underlying.

Fields

positions: Vec<Position>

Implementations

impl EquityPortfolio

pub fn snapshot_market(&self) -> Market

Snapshot the market embedded in a book into a typed Market: valuation date and discount curve from the first position, one spot/vol entry per underlying (first position on each symbol wins).

pub fn npv_in(&self, market: &Market) -> Result<f64, RustyQLibError>

Book value under a typed market snapshot (quantity-weighted).

pub fn position_values_in( &self, market: &Market, ) -> Result<Vec<f64>, RustyQLibError>

Per-position values under a typed market snapshot, in book order.

impl EquityPortfolio

pub fn new() -> Self

pub fn add(&mut self, option: EquityOption, quantity: f64) -> &mut Self

Add quantity contracts of option (negative = short). All positions must share one underlying; the first position pins the symbol and a mismatch panics — this book aggregates risk against a single spot.

pub fn len(&self) -> usize

pub fn is_empty(&self) -> bool

pub fn npv(&self) -> f64

Book value: quantity-weighted sum of position NPVs.

pub fn greeks(&self) -> PortfolioGreeks

Aggregated Greeks, each position computed by its own engine.

pub fn pnl_attribution(&self, m: &MarketMove) -> PnlAttribution

Explain the book’s PnL over m with second-order Greeks; actual is a full reprice of every position under the shifted market.

Trait Implementations

impl Default for EquityPortfolio

fn default() -> EquityPortfolio

Returns the “default value” for a type.