Struct libdxfeed_sys::dxf_greeks

#[repr(C)]
pub struct dxf_greeks {
    pub event_flags: dxf_event_flags_t,
    pub index: dxf_long_t,
    pub time: dxf_long_t,
    pub price: dxf_double_t,
    pub volatility: dxf_double_t,
    pub delta: dxf_double_t,
    pub gamma: dxf_double_t,
    pub theta: dxf_double_t,
    pub rho: dxf_double_t,
    pub vega: dxf_double_t,
}

@brief Greeks @details Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.

Fields

event_flags: dxf_event_flags_t

Transactional event flags

index: dxf_long_t

Unique per-symbol index of this event

time: dxf_long_t

Timestamp of this event in milliseconds

price: dxf_double_t

Option market price

volatility: dxf_double_t

Black-Scholes implied volatility of the option

delta: dxf_double_t

Option delta

gamma: dxf_double_t

Option gamma

theta: dxf_double_t

Option theta

rho: dxf_double_t

Option rho

vega: dxf_double_t

Option vega

Trait Implementations

impl Clone for dxf_greeks

fn clone(&self) -> dxf_greeks

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for dxf_greeks

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for dxf_greeks

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
    __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq<dxf_greeks> for dxf_greeks

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

This method tests for self and other values to be equal, and is used by ==.

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

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for dxf_greeks

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>where
    __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for dxf_greeks

impl StructuralPartialEq for dxf_greeks