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FixedSpreadModel

fx_pricing::spread

Struct FixedSpreadModel 

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pub struct FixedSpreadModel { /* private fields */ }
Expand description

Simple fixed spread model

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impl FixedSpreadModel

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pub fn new(spread_bps: u64) -> Self

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impl SpreadModel for FixedSpreadModel

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fn calculate_spread(&self, mid_price: Price, _volatility: f64) -> Price

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