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RainbowOptionData

rustyqlib::equity::rainbow

Struct RainbowOptionData

pub struct RainbowOptionData {Show 15 fields
    pub symbol: String,
    pub rainbow_type: String,
    pub put_or_call: Option<String>,
    pub assets: Vec<RainbowAssetData>,
    pub correlations: Vec<Vec<f64>>,
    pub strike_price: Option<f64>,
    pub weights: Option<Vec<f64>>,
    pub maturity: String,
    pub risk_free_rate: Option<f64>,
    pub discount_curve: Option<CurveInput>,
    pub pricer: Option<String>,
    pub simulation: Option<u64>,
    pub mc_sampler: Option<String>,
    pub mc_seed: Option<u64>,
    pub valuation_date: Option<String>,
}

Fields§

§symbol: String§rainbow_type: String

“best_of” | “worst_of” | “spread” | “basket” | “exchange”

§put_or_call: Option<String>§assets: Vec<RainbowAssetData>§correlations: Vec<Vec<f64>>

Full correlation matrix, n x n.

§strike_price: Option<f64>§weights: Option<Vec<f64>>

Basket weights (defaults to equal weights).

§maturity: String§risk_free_rate: Option<f64>§discount_curve: Option<CurveInput>§pricer: Option<String>§simulation: Option<u64>§mc_sampler: Option<String>§mc_seed: Option<u64>§valuation_date: Option<String>

Pricing as-of date (YYYY-MM-DD); defaults to today.

Trait Implementations§

impl Clone for RainbowOptionData

fn clone(&self) -> RainbowOptionData

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for RainbowOptionData

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for RainbowOptionData

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for RainbowOptionData

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for RainbowOptionData

impl RefUnwindSafe for RainbowOptionData

impl Send for RainbowOptionData

impl Sync for RainbowOptionData

impl Unpin for RainbowOptionData

impl UnsafeUnpin for RainbowOptionData

impl UnwindSafe for RainbowOptionData

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V