Struct OptionDataPriceParams 

pub struct OptionDataPriceParams { /* private fields */ }

Parameters required for pricing an option contract.

This structure encapsulates all necessary inputs for option pricing models such as Black-Scholes or binomial tree models. It contains information about the underlying asset, market conditions, and contract specifications needed to calculate fair option values.

Fields

• underlying_price - The current market price of the underlying asset.

• expiration_date - When the option contract expires, either as days to expiration or as a specific datetime.

• implied_volatility - The expected volatility of the underlying asset price over the life of the option. If None, it may be calculated from other parameters.

• risk_free_rate - The theoretical rate of return of an investment with zero risk, used in option pricing models.

• dividend_yield - The dividend yield of the underlying asset, expressed as a positive decimal value.

• underlying_symbol - Optional ticker or identifier for the underlying asset.

Usage

This structure is typically used as input to option pricing functions to calculate theoretical values, Greeks (delta, gamma, etc.), and other option metrics.

Implementations

impl OptionDataPriceParams

pub fn new( underlying_price: Option<Box<Positive>>, expiration_date: Option<ExpirationDate>, risk_free_rate: Option<Decimal>, dividend_yield: Option<Positive>, underlying_symbol: Option<String>, ) -> Self

Creates a new instance of OptionDataPriceParams with the provided parameters.

This constructor initializes all the required fields for option pricing calculations, including asset price, expiration, volatility, and market rates.

Parameters

• underlying_price - The current market price of the underlying asset
• expiration_date - When the option contract expires (either as days to expiration or as a specific datetime)
• implied_volatility - The expected volatility of the underlying asset price (if known)
• risk_free_rate - The theoretical risk-free interest rate used in pricing calculations
• dividend_yield - The dividend yield of the underlying asset
• underlying_symbol - Optional ticker or identifier for the underlying asset

Returns

A new instance of OptionDataPriceParams containing the provided parameters

pub fn get_underlying_price(&self) -> Option<Box<Positive>>

Returns the current price of the underlying asset.

Returns

A Positive value representing the underlying asset’s current market price

pub fn get_expiration_date(&self) -> Option<ExpirationDate>

Returns the expiration date of the option contract.

Returns

An ExpirationDate representing when the option expires, either as days to expiration or a specific datetime

pub fn get_risk_free_rate(&self) -> Option<Decimal>

Returns the risk-free interest rate used in pricing calculations.

Returns

A Decimal value representing the current risk-free rate

pub fn get_dividend_yield(&self) -> Option<Positive>

Returns the dividend yield of the underlying asset.

Returns

A Positive value representing the dividend yield of the underlying asset

pub fn get_symbol(&self) -> Option<String>

Returns the symbol of the underlying asset.

Returns

• Option<String> - The underlying symbol if available, or None if not set.

Trait Implementations

impl Clone for OptionDataPriceParams

fn clone(&self) -> OptionDataPriceParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionDataPriceParams

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

Formats the value using the given formatter.

impl Default for OptionDataPriceParams

fn default() -> OptionDataPriceParams

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OptionDataPriceParams

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OptionDataPriceParams

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

Formats the value using the given formatter.

impl PartialEq for OptionDataPriceParams

fn eq(&self, other: &OptionDataPriceParams) -> 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 Serialize for OptionDataPriceParams

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OptionDataPriceParams