RustyQLib 0.0.2

RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
Documentation 
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// An equity
use chrono::{Datelike, Local, NaiveDate};
use crate::core::data_models::EquityFutureData;
use crate::core::quotes::Quote;
use crate::core::traits::Instrument;
use crate::core::utils::{Contract,ContractStyle};
use crate::equity::utils::LongShort;
//use crate::equity::vanila_option::EquityOption;

pub struct EquityFuture {

    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 underlying_price: Quote,
    pub current_price: Quote,
    pub entry_price: f64,
    pub multiplier: f64,
    pub risk_free_rate: f64,
    pub dividend_yield: f64,
    /// Continuous stock borrow (repo) cost; part of the carry.
    pub borrow_cost: f64,
    pub maturity_date: NaiveDate,
    pub valuation_date: NaiveDate,
    pub long_short:LongShort,
}

impl EquityFuture {
    pub fn from_json(data: &EquityFutureData) -> Box<Self> {
        //let market_data = data.market_data.as_ref().unwrap();
        //let future_date = NaiveDate::parse_from_str(&maturity_date, "%Y-%m-%d").expect("Invalid date format");
        let today = Local::now().date_naive();
        let maturity_date = NaiveDate::parse_from_str(&data.maturity, "%Y-%m-%d")
            .expect("Invalid maturity date");

        let underlying_quote = Quote::new(data.base.underlying_price);
        let quote = Some(data.current_price).unwrap();
        let current_quote = Quote::new(quote.unwrap_or(0.0));
        let risk_free_rate = Some(data.base.risk_free_rate).unwrap();
        let dividend = Some(data.dividend).unwrap();
        let long_short = data.base.long_short.unwrap_or(1);
        let position = match long_short{
            1=>LongShort::LONG,
            -1=>LongShort::SHORT,
            _=>LongShort::LONG,
        };
        Box::new(Self {
            symbol:data.base.symbol.clone(),
            currency: data.base.currency.clone(),
            exchange:data.base.exchange.clone(),
            name: data.base.name.clone(),
            cusip: data.base.cusip.clone(),
            isin: data.base.isin.clone(),
            settlement_type: data.base.settlement_type.clone(),

            underlying_price: underlying_quote,
            current_price:current_quote,
            entry_price: data.entry_price.unwrap_or(0.0),
            multiplier: data.multiplier.unwrap_or(1.0),
            risk_free_rate: risk_free_rate.unwrap_or(0.0),
            dividend_yield: dividend.unwrap_or(0.0),
            borrow_cost: data.base.borrow_cost.unwrap_or(0.0),
            maturity_date: maturity_date,
            valuation_date: today,
            long_short:position
        })
    }
    fn notional(&self) -> f64 {
        self.multiplier * self.current_price.value()
    }
    fn time_to_maturity(&self) -> f64 {
        let days = (self.maturity_date - self.valuation_date).num_days();
        (days as f64) / 365.0
    }
    fn premiun(&self)->f64{
        self.current_price.value()-self.underlying_price.value()
    }
    fn pnl(&self)->f64{
        let pnl = (self.current_price.value()-self.entry_price)*self.multiplier;
        match self.long_short {
            LongShort::LONG => pnl,
            LongShort::SHORT => -pnl,
            _=>0.0,
        }
    }
    fn forward_price(&self)->f64{
        let discount_df = 1.0/(self.risk_free_rate*self.time_to_maturity()).exp();
        let dividend_df = 1.0/((self.dividend_yield + self.borrow_cost)*self.time_to_maturity()).exp();
        let forward = self.underlying_price.value()*dividend_df/discount_df;
        forward
    }
}
impl Instrument for EquityFuture {
    fn npv(&self) -> f64 {
        self.pnl()
    }
}
impl EquityFuture{
    pub fn delta(&self) -> f64 { 1.0 }
    pub fn gamma(&self) -> f64 { 0.0 }
    pub fn vega(&self) -> f64  { 0.0 }
    pub fn theta(&self) -> f64 { 0.0 }
    pub fn rho(&self) -> f64   { 0.0 }
}