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BsmSolution

finance_solution

Struct BsmSolution 

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pub struct BsmSolution {
    pub option_type: OptionType,
    pub params: BsmParams,
    pub price: f64,
    pub greeks: BsmGreeks,
    pub terms: BsmTerms,
    pub intrinsic: f64,
    pub time_value: f64,
    pub forward_moneyness: f64,
    pub parity_residual: f64,
    /* private fields */
}
Expand description

Teaching solution: price, greeks, parity check, formulas.

Prefer this for notebooks and audit logs. Prefer bsm_price / [BsmState] in production.

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§option_type: OptionType§params: BsmParams§price: f64§greeks: BsmGreeks§terms: BsmTerms§intrinsic: f64§time_value: f64§forward_moneyness: f64§parity_residual: f64

C − P − (S e^{-qT} − K e^{-rT}); model-consistent prices → ≈ 0.

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impl BsmSolution

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pub fn formula(&self) -> &str

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pub fn symbolic_formula(&self) -> &str

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pub fn print_table(&self)

Print a one-row summary table of price + Greeks.

type    price   delta   gamma     vega    theta      rho
----  -------  ------  ------  -------  -------  -------
Call  10.4506  0.6368  0.0188  37.5240  -6.4140  53.2325
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pub fn print_table_locale(&self, locale: &Locale, precision: usize)

Trait Implementations§

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impl Clone for BsmSolution

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fn clone(&self) -> BsmSolution

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for BsmSolution

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.