RustQuant_instruments 0.3.1

A Rust library for quantitative finance.
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// RustQuant: A Rust library for quantitative finance tools.
// Copyright (C) 2023 https://github.com/avhz
// Dual licensed under Apache 2.0 and MIT.
// See:
//      - LICENSE-APACHE.md
//      - LICENSE-MIT.md
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

/// Instrument trait
/// The trait provides a common interface for all instruments.
/// All instruments can be queried for their net present value (NPV) and
/// error (if available).
/// The valuation date is the date at which the instrument's NPV is
/// being calculated; for most instruments it is the trade date, for
/// some exotic products it might be the exercise date.
pub trait Instrument {
    /// Returns the price (net present value) of the instrument.
    fn price(&self) -> f64;

    /// Returns the error on the NPV in case the pricing engine can
    /// provide it (e.g. Monte Carlo pricing engine).
    fn error(&self) -> Option<f64>;

    /// Returns the date at which the NPV is calculated.
    fn valuation_date(&self) -> time::Date;

    /// Instrument type.
    fn instrument_type(&self) -> &'static str;
}