#[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,
}Expand description
@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_tTransactional event flags
index: dxf_long_tUnique per-symbol index of this event
time: dxf_long_tTimestamp of this event in milliseconds
price: dxf_double_tOption market price
volatility: dxf_double_tBlack-Scholes implied volatility of the option
delta: dxf_double_tOption delta
gamma: dxf_double_tOption gamma
theta: dxf_double_tOption theta
rho: dxf_double_tOption rho
vega: dxf_double_tOption vega
Trait Implementations§
Source§impl Clone for dxf_greeks
impl Clone for dxf_greeks
Source§fn clone(&self) -> dxf_greeks
fn clone(&self) -> dxf_greeks
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for dxf_greeks
impl Debug for dxf_greeks
Source§impl PartialEq for dxf_greeks
impl PartialEq for dxf_greeks
impl Copy for dxf_greeks
impl StructuralPartialEq for dxf_greeks
Auto Trait Implementations§
impl Freeze for dxf_greeks
impl RefUnwindSafe for dxf_greeks
impl Send for dxf_greeks
impl Sync for dxf_greeks
impl Unpin for dxf_greeks
impl UnwindSafe for dxf_greeks
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more