Struct Greeks 

pub struct Greeks {
    pub delta: f64,
    pub gamma: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: Option<f64>,
}

Greeks for options

Fields

delta: f64

Delta - sensitivity to underlying price changes

gamma: f64

Gamma - rate of change of delta

theta: f64

Theta - time decay

vega: f64

Vega - sensitivity to volatility changes

rho: Option<f64>

Rho - sensitivity to interest rate changes

Trait Implementations

impl Clone for Greeks

fn clone(&self) -> Greeks

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Greeks

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Greeks

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for Greeks

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

Formats the value using the given formatter.

impl Serialize for Greeks

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.