Trait GenericPosition

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pub trait GenericPosition {
Show 28 methods    // Required methods
    fn symbol(&self) -> &str;
    fn underlying_symbol(&self) -> &str;
    fn is_long(&self) -> bool;
    fn unit_cost(&self) -> Option<Rational64>;
    fn unit_cost_mut(&mut self) -> &mut Option<Rational64>;
    fn unit_bid_price(&self) -> Option<Rational64>;
    fn unit_bid_price_mut(&mut self) -> &mut Option<Rational64>;
    fn unit_ask_price(&self) -> Option<Rational64>;
    fn unit_ask_price_mut(&mut self) -> &mut Option<Rational64>;
    fn unit_delta(&self) -> Option<NotNan<f64>>;
    fn unit_vega(&self) -> Option<NotNan<f64>>;
    fn unit_theta(&self) -> Option<NotNan<f64>>;
    fn quantity(&self) -> Rational64;
    fn quantity_mut(&mut self) -> &mut Rational64;
    fn equivalent_strike_price(&self) -> Rational64;
    fn equivalent_option_type(&self) -> OptionType;
    fn equivalent_lot_size(&self) -> i64;

    // Provided methods
    fn signed_quantity(&self) -> Rational64 { ... }
    fn cost(&self) -> Option<Rational64> { ... }
    fn net_liq(&self) -> Option<Rational64> { ... }
    fn bid_price(&self) -> Option<Rational64> { ... }
    fn ask_price(&self) -> Option<Rational64> { ... }
    fn mid_price(&self) -> Option<Rational64> { ... }
    fn unit_mid_price(&self) -> Option<Rational64> { ... }
    fn delta(&self) -> Option<NotNan<f64>> { ... }
    fn vega(&self) -> Option<NotNan<f64>> { ... }
    fn theta(&self) -> Option<NotNan<f64>> { ... }
    fn profit_at_expiry(&self, underlying_price: Rational64) -> Rational64 { ... }
}

Expand description

Defines methods that are shared between option and share positions.

Required Methods§

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fn symbol(&self) -> &str

For an option position, the symbol of the option itself. For a share position, equal to Self::underlying_symbol().

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fn underlying_symbol(&self) -> &str

For an option position, the symbol of the instrument that the option is a derivative of. For a share position, the symbol of the stock.

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fn is_long(&self) -> bool

Whether the position is long or short the underlying.

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fn unit_cost(&self) -> Option<Rational64>

The original cost per option contract or share in this position. If the position is long, this should be negative.

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fn unit_cost_mut(&mut self) -> &mut Option<Rational64>

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fn unit_bid_price(&self) -> Option<Rational64>

The current bid price per option contract or share in this position. If the position is long, this should be positive.

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fn unit_bid_price_mut(&mut self) -> &mut Option<Rational64>

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fn unit_ask_price(&self) -> Option<Rational64>

The current ask price per option contract or share in this position. If the position is long, this should be positive.

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fn unit_ask_price_mut(&mut self) -> &mut Option<Rational64>

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fn unit_delta(&self) -> Option<NotNan<f64>>

The delta per option contract or share in this position, where the delta equivalent of 1 share == 0.01.

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fn unit_vega(&self) -> Option<NotNan<f64>>

The vega per option contract or share in this position.

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fn unit_theta(&self) -> Option<NotNan<f64>>

The theta per option contract in this position.

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fn quantity(&self) -> Rational64

The number of option contracts or shares in this position.

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fn quantity_mut(&mut self) -> &mut Rational64

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fn equivalent_strike_price(&self) -> Rational64

For an option position, the strike price of the option. For a share position, the strike price of the call option with the equivalent cost at the time of purchase i.e. $0.

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