Greeks

quant_opts::core

Struct Greeks 

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pub struct Greeks {
Show 17 fields
    pub delta: f64,
    pub gamma: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub vanna: f64,
    pub charm: f64,
    pub veta: f64,
    pub vomma: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub dual_delta: f64,
    pub dual_gamma: f64,

}
Expand description

Collection of Greeks for a vanilla option.

All fields are optional from a modeling perspective; a particular model may choose to populate only a subset. By default they are initialized to zero.

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§delta: f64§gamma: f64§theta: f64§vega: f64§rho: f64§epsilon: f64§lambda: f64§vanna: f64§charm: f64§veta: f64§vomma: f64§speed: f64§zomma: f64§color: f64§ultima: f64§dual_delta: f64§dual_gamma: f64

Trait Implementations§

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impl Clone for Greeks

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fn clone(&self) -> Greeks

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Greeks

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

Formats the value using the given formatter. Read more
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impl Default for Greeks

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fn default() -> Greeks

Returns the “default value” for a type. Read more
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impl PartialEq for Greeks

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl Copy for Greeks

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impl StructuralPartialEq for Greeks

Auto Trait Implementations§

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impl Freeze for Greeks

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impl RefUnwindSafe for Greeks

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impl Send for Greeks

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impl Sync for Greeks

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impl Unpin for Greeks

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impl UnwindSafe for Greeks

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

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fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
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fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
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fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
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fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> Scalar for T
where T: 'static + Clone + PartialEq + Debug,