Struct BasicGreeks 

pub struct BasicGreeks {
    pub delta_call: Option<f64>,
    pub delta_put: Option<f64>,
    pub gamma: Option<f64>,
}

Basic Greeks values for option pricing

Fields

delta_call: Option<f64>

Delta value for call option

delta_put: Option<f64>

Delta value for put option

gamma: Option<f64>

Gamma value (rate of change of delta)

Trait Implementations

impl Clone for BasicGreeks

fn clone(&self) -> BasicGreeks

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BasicGreeks

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BasicGreeks

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for BasicGreeks

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

Formats the value using the given formatter.

impl Serialize for BasicGreeks

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

where __S: Serializer,

Serialize this value into the given Serde serializer.