[−][src]Struct options_math::OptionsByExpiryDate
Methods
impl OptionsByExpiryDate[src]
pub fn minutes_to_expiration(&self, now: NaiveDateTime) -> Percentage[src]
Computes the number of minutes until the option's expiration.
pub fn time_to_expiration(&self, now: NaiveDateTime) -> Percentage[src]
Computes the time to the option's expiration as a percentage of the remaining year.
pub fn forward_price(&self, risk_free_rate: f64, now: NaiveDateTime) -> Cents[src]
Computes the implied forward price.
pub fn variance(&self, risk_free_rate: f64, now: NaiveDateTime) -> Percentage[src]
\sigma^2 from the VIX whitepaper
Trait Implementations
impl Clone for OptionsByExpiryDate[src]
fn clone(&self) -> OptionsByExpiryDate[src]
fn clone_from(&mut self, source: &Self)1.0.0[src]
impl Debug for OptionsByExpiryDate[src]
Auto Trait Implementations
impl RefUnwindSafe for OptionsByExpiryDate
impl Send for OptionsByExpiryDate
impl Sync for OptionsByExpiryDate
impl Unpin for OptionsByExpiryDate
impl UnwindSafe for OptionsByExpiryDate
Blanket Implementations
impl<T> Any for T where
T: 'static + ?Sized, [src]
T: 'static + ?Sized,
impl<T> Borrow<T> for T where
T: ?Sized, [src]
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized, [src]
T: ?Sized,
fn borrow_mut(&mut self) -> &mut T[src]
impl<T> From<T> for T[src]
impl<T, U> Into<U> for T where
U: From<T>, [src]
U: From<T>,
impl<T> ToOwned for T where
T: Clone, [src]
T: Clone,
type Owned = T
The resulting type after obtaining ownership.
fn to_owned(&self) -> T[src]
fn clone_into(&self, target: &mut T)[src]
impl<T, U> TryFrom<U> for T where
U: Into<T>, [src]
U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>[src]
impl<T, U> TryInto<U> for T where
U: TryFrom<T>, [src]
U: TryFrom<T>,