Enum RainbowType 

#[repr(u8)]
pub enum RainbowType {
    BestOf = 0,
    WorstOf = 1,
}

Describes the type of rainbow option based on how multiple assets are combined.

Rainbow options are multi-asset options where the payoff depends on the relative performance of two or more underlying assets.

Examples

use option_type::RainbowType;

let rainbow = RainbowType::default();
assert_eq!(rainbow, RainbowType::BestOf);

Variants

BestOf = 0

Option on the maximum of multiple assets. Call payoff: max(max(S1, S2, …, Sn) - K, 0) Put payoff: max(K - max(S1, S2, …, Sn), 0)

WorstOf = 1

Option on the minimum of multiple assets. Call payoff: max(min(S1, S2, …, Sn) - K, 0) Put payoff: max(K - min(S1, S2, …, Sn), 0)

Implementations

impl RainbowType

pub const fn is_best_of(&self) -> bool

Returns true if this is a BestOf rainbow option.

pub const fn is_worst_of(&self) -> bool

Returns true if this is a WorstOf rainbow option.

Trait Implementations

impl Clone for RainbowType

fn clone(&self) -> RainbowType

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RainbowType

impl Debug for RainbowType

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

Formats the value using the given formatter.

impl Default for RainbowType

fn default() -> RainbowType

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RainbowType

fn deserialize<__D>( __deserializer: __D, ) -> Result<RainbowType, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for RainbowType

impl Hash for RainbowType

fn hash<__H>(&self, state: &mut __H)

where __H: Hasher,

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 RainbowType

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for RainbowType

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for RainbowType

impl ToSchema for RainbowType

fn name() -> Cow<'static, str>

Return name of the schema.

fn schemas(schemas: &mut Vec<(String, RefOr<Schema>)>)

Implement reference utoipa::openapi::schema::Schemas for this type.