Struct Greeks 

#[non_exhaustive]
pub struct Greeks {
    pub delta: Option<f64>,
    pub gamma: Option<f64>,
    pub theta: Option<f64>,
    pub vega: Option<f64>,
}

Option greeks for a contract.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

delta: Option<f64>

Rate of change of price with respect to the underlying.

gamma: Option<f64>

Rate of change of delta with respect to the underlying.

theta: Option<f64>

Rate of change of price with respect to time.

vega: Option<f64>

Rate of change of price with respect to volatility.

Implementations

impl Greeks

pub fn is_empty(&self) -> bool

true when no greek was populated.

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 Copy for Greeks

impl Debug for Greeks

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

Formats the value using the given formatter.

impl Default for Greeks

fn default() -> Greeks

Returns the “default value” for a type.

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 PartialEq for Greeks

fn eq(&self, other: &Greeks) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

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.

impl StructuralPartialEq for Greeks