Struct BsmGreeks 

pub struct BsmGreeks {
    pub delta: f64,
    pub gamma: f64,
    pub vega: f64,
    pub theta: f64,
    pub rho: f64,
}

First-order BSM Greeks.

Units (critical)

Field	Unit
delta	∂V/∂S (share equivalent per option)
gamma	∂²V/∂S²
vega	∂V/∂σ per +1.0 absolute vol (not per 1%)
theta	∂V/∂T per year
rho	∂V/∂r per +1.0 absolute rate

Trading: risk systems often show vega “per 1%” and theta “per day” — use the helpers below so you do not silently mis-scale P&L.

Fields

delta: f64

gamma: f64

vega: f64

Per +1.0 absolute vol (divide by 100 for “per vol point”).

theta: f64

Calendar year basis (same time unit as time_years).

rho: f64

Implementations

impl BsmGreeks

pub fn vega_per_vol_point(self) -> f64

Vega per one percentage point of vol (desk convention): vega / 100.

Example: if IV rises from 20% to 21%, P&L ≈ vega_per_vol_point() per option.

pub fn theta_per_calendar_day(self) -> f64

Theta per calendar day using 365.25 days/year: theta / 365.25.

Business-day or trading-day conventions differ by desk — override externally if needed.

Trait Implementations

impl Clone for BsmGreeks

fn clone(&self) -> BsmGreeks

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BsmGreeks

impl Debug for BsmGreeks

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

Formats the value using the given formatter.

impl PartialEq for BsmGreeks

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for BsmGreeks