Struct SLBFee

Source

pub struct SLBFee {Show 51 fields
    pub account_id: Option<String>,
    pub acct_alias: Option<String>,
    pub model: Option<String>,
    pub symbol: Option<String>,
    pub description: Option<String>,
    pub conid: Option<String>,
    pub asset_category: Option<AssetCategory>,
    pub value_date: Option<NaiveDate>,
    pub start_date: Option<NaiveDate>,
    pub quantity: Option<Decimal>,
    pub collateral_amount: Option<Decimal>,
    pub fee_rate: Option<Decimal>,
    pub fee: Option<Decimal>,
    pub carry_charge: Option<Decimal>,
    pub currency: Option<String>,
    pub fx_rate_to_base: Option<Decimal>,
    pub slb_type: Option<String>,
    pub code: Option<String>,
    pub unique_id: Option<String>,
    pub gross_lend_fee: Option<Decimal>,
    pub net_lend_fee: Option<Decimal>,
    pub market_fee_rate: Option<Decimal>,
    pub net_lend_fee_rate: Option<Decimal>,
    pub total_charges: Option<Decimal>,
    pub ticket_charge: Option<Decimal>,
    pub security_id: Option<String>,
    pub security_id_type: Option<String>,
    pub cusip: Option<String>,
    pub isin: Option<String>,
    pub figi: Option<String>,
    pub issuer_country_code: Option<String>,
    pub sub_category: Option<String>,
    pub listing_exchange: Option<String>,
    pub issuer: Option<String>,
    pub exchange: Option<String>,
    pub multiplier: Option<Decimal>,
    pub strike: Option<Decimal>,
    pub expiry: Option<NaiveDate>,
    pub put_call: Option<PutCall>,
    pub principal_adjust_factor: Option<Decimal>,
    pub from_acct: Option<String>,
    pub to_acct: Option<String>,
    pub underlying_conid: Option<String>,
    pub underlying_symbol: Option<String>,
    pub underlying_security_id: Option<String>,
    pub underlying_listing_exchange: Option<String>,
    pub serial_number: Option<Decimal>,
    pub delivery_type: Option<Decimal>,
    pub commodity_type: Option<String>,
    pub fineness: Option<Decimal>,
    pub weight: Option<Decimal>,
}

Expand description

Securities lending fee

Fields§

§account_id: Option<String>

Account ID

§acct_alias: Option<String>

Account alias

§model: Option<String>

Model

§symbol: Option<String>

Symbol

§description: Option<String>

Description

§conid: Option<String>

Contract ID

§asset_category: Option<AssetCategory>

Asset category

§value_date: Option<NaiveDate>

Value date

§start_date: Option<NaiveDate>

Start date

§quantity: Option<Decimal>

Quantity

§collateral_amount: Option<Decimal>

Collateral amount

§fee_rate: Option<Decimal>

Fee rate

§fee: Option<Decimal>

Fee

§carry_charge: Option<Decimal>

Carry charge

§currency: Option<String>

Currency

§fx_rate_to_base: Option<Decimal>

FX rate to base

§slb_type: Option<String>

Lending type, e.g. ManagedLoan (fully-paid lending) or the Stock Yield Enhancement Program. Discriminates which income field applies — see SLBFee::lending_income.

§code: Option<String>

Transaction code (e.g. Po).

§unique_id: Option<String>

Unique per-fee identifier; the trailing digits match the numeric core of SLBActivity::slb_transaction_id.

§gross_lend_fee: Option<Decimal>

Gross (market) lending fee before IBKR’s revenue split.

§net_lend_fee: Option<Decimal>

Net lending fee credited to the account. This is the recognized lending income for ManagedLoan (the captured fee is 0 for it).

§market_fee_rate: Option<Decimal>

Annualized gross/market fee rate (percent).

§net_lend_fee_rate: Option<Decimal>

Annualized net fee rate (percent) credited to the account.

§total_charges: Option<Decimal>

Total charges deducted from the gross fee.

§ticket_charge: Option<Decimal>

Ticket charge component.

§security_id: Option<String>

securityID

§security_id_type: Option<String>

securityIDType

§cusip: Option<String>

cusip

§isin: Option<String>

isin

§figi: Option<String>

figi

§issuer_country_code: Option<String>

issuerCountryCode

§sub_category: Option<String>

subCategory

§listing_exchange: Option<String>

listingExchange

§issuer: Option<String>

issuer

§exchange: Option<String>

exchange

§multiplier: Option<Decimal>

multiplier

§strike: Option<Decimal>

strike

§expiry: Option<NaiveDate>

expiry

§put_call: Option<PutCall>

putCall

§principal_adjust_factor: Option<Decimal>

principalAdjustFactor

§from_acct: Option<String>

fromAcct

§to_acct: Option<String>

toAcct

§underlying_conid: Option<String>

underlyingConid

§underlying_symbol: Option<String>

underlyingSymbol

§underlying_security_id: Option<String>

underlyingSecurityID

§underlying_listing_exchange: Option<String>

underlyingListingExchange

§serial_number: Option<Decimal>

serialNumber

§delivery_type: Option<Decimal>

deliveryType

§commodity_type: Option<String>

commodityType

§fineness: Option<Decimal>

fineness

§weight: Option<Decimal>

weight

Implementations§

Source §

impl SLBFee

Source

pub fn lending_income(&self) -> Option<Decimal>

Recognized securities-lending income for this fee row, in SLBFee::currency.

For type = "ManagedLoan" (fully-paid lending) IB reports the post-split income in net_lend_fee and leaves fee at 0; for the retail Stock Yield Enhancement Program the income is in fee. This returns whichever applies (net_lend_fee when present and non-zero, otherwise fee).

Net stock-loan P&L for a security = Σ lending_income() (this struct) − Σ borrow cost (HardToBorrowDetail::borrow_fee), joined by conid/figi.