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VegaProvider

nautilus_data::aggregation

Trait VegaProvider 

Source 
pub trait VegaProvider {
    // Required method
    fn vega_for_leg(&self, instrument_id: InstrumentId) -> Option<f64>;
}
Expand description

Provider for vega per leg (option spreads). Returns None when greeks are unavailable.

Required Methods§

Source

fn vega_for_leg(&self, instrument_id: InstrumentId) -> Option<f64>

Returns vega for the given leg instrument, or None if not available.

Implementors§