List of all items

Structs

• model::Balance
• model::DisplayMoney
• model::MarginInfo
• model::Portfolio
• model::Positive
• model::Trade
• model::leg::FuturePosition
• model::leg::PerpetualPosition
• model::leg::SpotPosition
• model::option::ExoticParams
• model::option::Options
• model::payoff::PayoffInfo
• model::position::Position
• model::types::OptionBasicType

Enums

• error::DecimalError
• error::OperationErrorKind
• error::OptionsError
• error::TradeError
• error::position::PositionError
• error::position::PositionLimitErrorKind
• error::position::PositionUpdateErrorKind
• error::position::PositionValidationErrorKind
• error::position::StrategyErrorKind
• model::BasicAxisTypes
• model::ExpirationDate
• model::ExpirationDateError
• model::OptionStyle
• model::OptionType
• model::PositiveError
• model::RainbowType
• model::Side
• model::TradeStatus
• model::leg::Leg
• model::leg::MarginType
• model::types::Action
• model::types::AsianAveragingType
• model::types::BarrierType
• model::types::BinaryType
• model::types::LookbackType
• model::types::OptionStyle
• model::types::OptionType
• model::types::RainbowType
• model::types::Side
• model::types::UnderlyingAssetType
• utils::time::TimeFrame

Traits

• model::TradeAble
• model::TradeStatusAble
• model::decimal::DecimalStats
• model::leg::traits::Expirable
• model::leg::traits::Fundable
• model::leg::traits::LegAble
• model::leg::traits::Marginable
• model::payoff::Payoff
• model::utils::ToRound
• utils::Len

Macros

• assert_decimal_eq
• assert_pos_relative_eq
• d2f
• d2fu
• f2d
• f2du
• impl_json_debug
• impl_json_debug_pretty
• impl_json_display
• nz
• pos_or_panic
• spos

Functions

• model::decimal::d_add
• model::decimal::d_div
• model::decimal::d_exp
• model::decimal::d_exp_f64
• model::decimal::d_ln
• model::decimal::d_ln_f64
• model::decimal::d_mul
• model::decimal::d_powd
• model::decimal::d_product_iter
• model::decimal::d_sqrt
• model::decimal::d_sqrt_f64
• model::decimal::d_sub
• model::decimal::d_sum
• model::decimal::d_sum_iter
• model::decimal::decimal_normal_sample
• model::decimal::decimal_normal_sample_with
• model::decimal::decimal_to_f64
• model::decimal::decimal_uniform_sample_with
• model::decimal::f64_to_decimal
• model::decimal::finite_decimal
• model::decimal::p_sqrt
• model::is_positive
• model::reject_unrepresentable_expiration
• model::resolve_expiration_date
• model::save_trades
• model::unlimited_label
• model::utils::create_sample_option
• model::utils::create_sample_option_simplest
• model::utils::create_sample_option_simplest_strike
• model::utils::create_sample_option_with_date
• model::utils::create_sample_option_with_days
• model::utils::create_sample_position
• model::utils::generate_price_points
• model::utils::mean_and_std
• model::utils::positive_f64_to_f64
• utils::json_format::write_json
• utils::json_format::write_json_pretty
• utils::numeric::approx_equal
• utils::numeric::calculate_log_returns
• utils::rng::deterministic_rng
• utils::rng::get_random_element
• utils::rng::get_random_element_with
• utils::rng::random_decimal
• utils::time::convert_time_frame
• utils::time::get_today_formatted
• utils::time::get_today_or_tomorrow_formatted
• utils::time::get_tomorrow_formatted
• utils::time::get_x_days_formatted
• utils::time::get_x_days_formatted_pos
• utils::time::units_per_year

Type Aliases

• error::DecimalResult
• error::OptionsResult

Statics

• constants::MICROSECONDS_PER_SECOND
• constants::MIN_VOLATILITY
• constants::MONTHS_PER_YEAR
• constants::SECONDS_PER_HOUR
• constants::TRADING_DAYS
• constants::TRADING_HOURS
• constants::WEEKS_PER_YEAR

Constants

• VERSION
• constants::DAYS_IN_A_YEAR
• constants::EPSILON
• constants::MAX_VOLATILITY
• constants::MILLISECONDS_PER_SECOND
• constants::MINUTES_PER_HOUR
• constants::PI
• constants::QUARTERS_PER_YEAR
• constants::STRIKE_PRICE_LOWER_BOUND_MULTIPLIER
• constants::STRIKE_PRICE_UPPER_BOUND_MULTIPLIER
• constants::TOLERANCE
• constants::ZERO
• model::UNLIMITED
• model::decimal::DIV_DEFAULT_SCALE
• model::decimal::ONE_DAY
• utils::rng::DETERMINISTIC_RNG_DEFAULT_SEED