Trait options_common::GenericPosition[−][src]

pub trait GenericPosition {

Show methods    fn symbol(&self) -> &str;

    fn underlying_symbol(&self) -> &str;

    fn is_long(&self) -> bool;

    fn unit_cost(&self) -> Option<Rational64>;

    fn unit_cost_mut(&mut self) -> &mut Option<Rational64>;

    fn unit_bid_price(&self) -> Option<Rational64>;

    fn unit_bid_price_mut(&mut self) -> &mut Option<Rational64>;

    fn unit_ask_price(&self) -> Option<Rational64>;

    fn unit_ask_price_mut(&mut self) -> &mut Option<Rational64>;

    fn unit_delta(&self) -> Option<NotNan<f64>>;

    fn unit_vega(&self) -> Option<NotNan<f64>>;

    fn unit_theta(&self) -> Option<NotNan<f64>>;

    fn quantity(&self) -> usize;

    fn quantity_mut(&mut self) -> &mut usize;

    fn equivalent_strike_price(&self) -> Rational64;

    fn equivalent_option_type(&self) -> OptionType;

    fn equivalent_lot_size(&self) -> usize;

    fn signed_quantity(&self) -> i64 { ... }

    fn cost(&self) -> Option<Rational64> { ... }

    fn net_liq(&self) -> Option<Rational64> { ... }

    fn bid_price(&self) -> Option<Rational64> { ... }

    fn ask_price(&self) -> Option<Rational64> { ... }

    fn mid_price(&self) -> Option<Rational64> { ... }

    fn unit_mid_price(&self) -> Option<Rational64> { ... }

    fn delta(&self) -> Option<NotNan<f64>> { ... }

    fn vega(&self) -> Option<NotNan<f64>> { ... }

    fn theta(&self) -> Option<NotNan<f64>> { ... }

    fn profit_at_expiry(&self, underlying_price: Rational64) -> Rational64 { ... }

}
Expand description

Defines methods that are shared between option and share positions.

Required methods

For an option position, the symbol of the option itself. For a share position, equal to Self::underlying_symbol().

For an option position, the symbol of the instrument that the option is a derivative of. For a share position, the symbol of the stock.

Whether the position is long or short the underlying.

The original cost per option contract or share in this position. If the position is long, this should be negative.

The current bid price per option contract or share in this position. If the position is long, this should be positive.

The current ask price per option contract or share in this position. If the position is long, this should be positive.

The delta per option contract or share in this position.

The vega per option contract or share in this position.

The theta per option contract in this position.

The number of option contracts or shares in this position.

For an option position, the strike price of the option. For a share position, the strike price of the call option with the equivalent cost at the time of purchase i.e. $0.

For an option position, the type of the option. For a share position, equal to OptionType::Call.

For an option position, the number of units of the underlying per option contract. For a share position, equal to 1.

Provided methods

Equal to Self::quantity(), but negative if the position is short.

The total original cost of all option contracts or shares in this position.

The total current bid price for all option contracts or shares in this position.

The total current ask price for all option contracts or shares in this position.

The total current mid price for all option contracts or shares in this position.

The current mid price per option contract or share in this position. If the position is long, this will be positive.

The total delta for all option contracts or shares in this position.

The total vega for all option contracts or shares in this position.

The total theta for all option contracts or shares in this position.

Implementors