#[repr(C)]
pub struct dx_theo_price { pub time: dxf_long_t, pub price: dxf_double_t, pub underlying_price: dxf_double_t, pub delta: dxf_double_t, pub gamma: dxf_double_t, pub dividend: dxf_double_t, pub interest: dxf_double_t, }
Expand description

@brief Theo price

@details Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity.

Fields§

§time: dxf_long_t

Timestamp of this event in milliseconds

§price: dxf_double_t

Theoretical option price

§underlying_price: dxf_double_t

Underlying price at the time of theo price computation

§delta: dxf_double_t

Delta of the theoretical price

§gamma: dxf_double_t

Gamma of the theoretical price

§dividend: dxf_double_t

Implied simple dividend return of the corresponding option series

§interest: dxf_double_t

Implied simple interest return of the corresponding option series

Trait Implementations§

Returns a copy of the value. Read more
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Formats the value using the given formatter. Read more
Deserialize this value from the given Serde deserializer. Read more
This method tests for self and other values to be equal, and is used by ==. Read more
This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason. Read more
Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

Blanket Implementations§

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Performs the conversion.