Struct RiskTranche 

pub struct RiskTranche {
    pub fill_id: Option<String>,
    pub size: f64,
    pub entry_price: f64,
    pub initial_stop: Option<f64>,
    pub contract_size: f64,
    pub risk_per_unit: Option<f64>,
    pub risk_amount: Option<f64>,
    pub native_risk_amount: Option<f64>,
    pub native_currency: Option<String>,
    pub risk_conversion: Option<ConversionResult>,
    pub status: RiskBasisStatus,
}

Initial risk attached to one entry/scale-in tranche.

Fields

fill_id: Option<String>

size: f64

entry_price: f64

initial_stop: Option<f64>

contract_size: f64

risk_per_unit: Option<f64>

risk_amount: Option<f64>

native_risk_amount: Option<f64>

native_currency: Option<String>

risk_conversion: Option<ConversionResult>

status: RiskBasisStatus

Implementations

impl RiskTranche

pub fn calculate( fill_id: Option<String>, side: Side, size: f64, entry_price: f64, initial_stop: Option<f64>, contract_size: f64, epsilon: f64, ) -> Self

Trait Implementations

impl Clone for RiskTranche

fn clone(&self) -> RiskTranche

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RiskTranche

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

Formats the value using the given formatter.

impl Default for RiskTranche

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RiskTranche

where RiskTranche: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RiskTranche

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for RiskTranche

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 RiskTranche