Struct OptionGreeks 

pub struct OptionGreeks {
    pub delta: Option<f64>,
    pub gamma: Option<f64>,
    pub theta: Option<f64>,
    pub vega: Option<f64>,
    pub rho: Option<f64>,
}

Option Greeks for pricing and risk analysis.

Fields

delta: Option<f64>

Delta - rate of change of option price with respect to underlying price.

gamma: Option<f64>

Gamma - rate of change of delta with respect to underlying price.

theta: Option<f64>

Theta - rate of change of option price with respect to time (time decay).

vega: Option<f64>

Vega - rate of change of option price with respect to volatility.

rho: Option<f64>

Rho - rate of change of option price with respect to interest rate.

Trait Implementations

impl Clone for OptionGreeks

fn clone(&self) -> OptionGreeks

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionGreeks

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OptionGreeks

fn deserialize<__D>( __deserializer: __D, ) -> Result<OptionGreeks, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OptionGreeks

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.