Enum AtmType 

pub enum AtmType {
    Null,
    Spot,
    Fwd,
    DeltaNeutral,
    VegaMax,
    GammaMax,
    PutCall50,
}

At-the-money convention of a DeltaVolQuote.

Variants

Null

Default, if not an ATM quote.

Spot

K = S_0.

Fwd

K = F.

DeltaNeutral

Call delta = put delta.

VegaMax

K such that vega is maximal.

GammaMax

K such that gamma is maximal.

PutCall50

K such that call delta = 0.50 (only for forward delta).

Trait Implementations

impl Clone for AtmType

fn clone(&self) -> AtmType

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for AtmType

impl Debug for AtmType

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

Formats the value using the given formatter.

impl Eq for AtmType

impl Hash for AtmType

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for AtmType

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for AtmType