Struct EquityOptionBase 

pub struct EquityOptionBase {

    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 strike_price: f64,
    pub maturity_date: NaiveDate,
    pub futures_settlement: Option<FuturesSettlement>,
    pub multiplier: f64,
    pub current_price: Quote,
    pub entry_price: f64,
    pub long_short: LongShort,
}

Contract terms and trade identity — no market state. Immutable for the life of the trade; everything that moves with the market lives in EquityMarketData.

Fields

symbol: String

currency: Option<String>

exchange: Option<String>

name: Option<String>

cusip: Option<String>

isin: Option<String>

settlement_type: Option<String>

strike_price: f64

maturity_date: NaiveDate

futures_settlement: Option<FuturesSettlement>

When set, the underlying is a future priced with Black-76 (the market spot is the futures price F), settled either with an up-front discounted premium or futures-style margined. European vanilla only, on the Analytical engine.

multiplier: f64

current_price: Quote

entry_price: f64

long_short: LongShort

Implementations

impl EquityOptionBase

pub fn is_futures_option(&self) -> bool

True when the underlying is a future priced with Black-76.

pub fn currency_code(&self) -> &str

The contract’s currency code, falling back to DEFAULT_CURRENCY when the contract does not state one — used as the [Discount] (crate::core::market::Discount) key into a [Market] (crate::core::market::Market).

Trait Implementations

impl Clone for EquityOptionBase

fn clone(&self) -> EquityOptionBase

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for EquityOptionBase

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

Formats the value using the given formatter.