Struct Instrument 

pub struct Instrument { /* private fields */ }

Trading instrument definition.

underlying_asset is the asset that is actually bought or sold. Order quantity, position size, and exposure are expressed in this asset.

settlement_asset is the asset used for monetary settlement. P&L, fees, and cash flows are expressed in this asset.

Examples

Instrument { underlying_asset: AAPL, settlement_asset: USD }
BUY 100 AAPL @ 200
-> position changes in AAPL
-> cash flow and P&L are in USD

Instrument { underlying_asset: SPX, settlement_asset: USD }
-> position is tracked in SPX contracts
-> P&L is tracked in USD

Implementations

impl Instrument

pub fn new(underlying_asset: Asset, settlement_asset: Asset) -> Self

Creates an instrument definition.

underlying_asset is the traded asset (for example AAPL or SPX). settlement_asset is the asset used for P&L and cash settlement (for example USD).

pub fn underlying_asset(&self) -> &Asset

Returns the asset that is bought or sold.

This is the asset in which order quantity and resulting position are measured.

Examples

Instrument { underlying_asset: AAPL, settlement_asset: USD }
BUY 100 AAPL @ 200
-> quantity and position are in AAPL

pub fn settlement_asset(&self) -> &Asset

Returns the asset used for monetary settlement.

This is the asset in which cash flow, fees, and P&L are measured.

Examples

Instrument { underlying_asset: AAPL, settlement_asset: USD }
BUY 100 AAPL @ 200
-> cash flow and P&L are in USD

Instrument { underlying_asset: SPX, settlement_asset: USD }
-> contracts are in SPX
-> settlement remains in USD

Trait Implementations

impl Clone for Instrument

fn clone(&self) -> Instrument

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Instrument

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

Formats the value using the given formatter.

impl Hash for Instrument

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 Instrument

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

Tests for self and other values to be equal, and is used by ==.

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

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

impl Eq for Instrument

impl StructuralPartialEq for Instrument