alpaca-option 0.29.0

Provider-neutral option semantics and math for the alpaca-rust workspace
Documentation
#![forbid(unsafe_code)]

//! alpaca-option
//!
//! Provider-neutral Rust option core semantics and math.
//! The public API is defined by the crate-level specifications.

pub mod analysis;
pub mod chain;
pub mod contract;
pub mod display;
pub mod error;
pub mod execution_quote;
pub mod expiration_selection;
pub mod liquidity;
pub mod market_structure;
pub mod math;
pub mod numeric;
pub mod option_strategy;
pub mod payoff;
pub mod pricing;
pub mod probability;
pub mod rate;
pub mod snapshot;
pub mod types;
pub mod url;

pub const DEFAULT_RISK_FREE_RATE: f64 = 0.0368;

pub use error::{OptionError, OptionResult};
pub use liquidity::{LiquidityBatchResponse, LiquidityData, LiquidityOptionData, LiquidityStats};
pub use market_structure::{
    analyze_market_structure, analyze_market_structure_with_options,
    filter_market_structure_records, gamma_exposure, gamma_exposure_with_mode,
};
pub use option_strategy::{unique_break_even_points, OptionStrategy};
pub use rate::{risk_free_rate_for_years, RiskFreeRatePoint, DEFAULT_RISK_FREE_RATE_CURVE};
pub use types::{
    AssignmentRiskLevel, BlackScholesImpliedVolatilityInput, BlackScholesInput, ContractDisplay,
    ExecutionAction, ExecutionLeg, ExecutionLegInput, ExecutionQuoteRange, ExecutionSnapshot,
    Greeks, GreeksInput, MarketStructureAnalysis, MarketStructureAnalysisOptions,
    MarketStructureExposureMode, MarketStructureFilters, MarketStructureLevel,
    MarketStructureOptionRecord, MoneynessLabel, OptionChain, OptionChainRecord, OptionContract,
    OptionPosition, OptionQuote, OptionRight, OptionRightCode, OptionSnapshot, OptionStratLegInput,
    OptionStratStockInput, OptionStratUrlInput, OptionStrategyCurvePoint, OptionStrategyInput,
    OrderSide, ParsedOptionStratUrl, PayoffLegInput, PositionIntent, PositionSide, QuotedLeg,
    RollLegSelection, RollRequest, ScaledExecutionQuote, ScaledExecutionQuoteRange,
    ShortItmPosition, StrategyBreakEvenInput, StrategyBreakEvenSideInput, StrategyLegInput,
    StrategyPnlInput, StrategyPnlPeak, StrategyPnlPeakSearchInput, StrategyPositionTotals,
};