optionstratlib-core

The core domain model of OptionStratLib: the types every other OptionStratLib crate builds on, with no pricing model, market data, strategy or presentation code.

Monetary values are rust_decimal::Decimal or positive::Positive, and arithmetic on them is checked.

Positive, ExpirationDate, Side, OptionStyle, OptionType and the other foundational types come from the standalone positive, expiration_date, financial_types and option_type crates. Core re-exports them unchanged (the crate docs list every path), so a value from any of those paths is the original type and needs no conversion.

Place in the workspace

• Depends on no other OptionStratLib crate; the foundational positive, expiration_date, financial_types and option_type, which it re-exports.
• Must not depend on every other OptionStratLib crate (it is the bottom layer); make check-graph enforces the layering (ADR-0001 D9).
• In the facade: always present: optionstratlib::{model, utils, constants}, the core errors in optionstratlib::error, the root types Options, ExpirationDate, OptionStyle, OptionType, RainbowType, Side and the root macros. The facade paths are the same types as the paths here; the ownership map lists every one with its feature.

Moving from 0.21? The 0.22 architecture and adoption guide maps each redesign to its replacement workflow; 0.22 keeps no compatibility with 0.21.

Minimal example

use optionstratlib_core::error::OptionsError;
use optionstratlib_core::model::{ExpirationDate, OptionStyle, OptionType, Options, Positive, Side};
use optionstratlib_core::pos_or_panic;
use rust_decimal_macros::dec;

fn main() -> Result<(), OptionsError> {
    // A call struck at 100 with the underlying at 105; the payoff at
    // expiry needs no pricing model.
    let option = Options::new(
        OptionType::European,
        Side::Long,
        "XYZ".to_string(),
        pos_or_panic!(100.0),
        ExpirationDate::Days(pos_or_panic!(30.0)),
        pos_or_panic!(0.2),
        Positive::ONE,
        pos_or_panic!(105.0),
        dec!(0.05),
        OptionStyle::Call,
        Positive::ZERO,
        None,
    );
    assert_eq!(option.payoff()?, dec!(5));
    Ok(())
}

Runnable example

A runnable program that depends on this crate directly, with the smallest dependency set and no facade, is osl-example-direct-pricing; make tree-example-direct-pricing asserts its resolved graph. Core is in every example's graph; this is the smallest program that uses it.

Features

Most users depend on the optionstratlib facade, which re-exports this crate. Depend on optionstratlib-core directly when you need only the domain types.

License

MIT