Struct VanillaOption 

pub struct VanillaOption {
    pub style: OptionStyle,
    pub kind: OptionType,
    pub strike: f64,
    pub maturity: f64,
}

Specification of a single vanilla option contract.

This struct is model-agnostic; pricing models interpret the fields according to their own assumptions.

Fields

style: OptionStyle

Exercise style (European or American).

kind: OptionType

Payoff direction (call or put).

strike: f64

Strike price of the option.

maturity: f64

Time to maturity in years.

The exact day-count convention (e.g. ACT/365 or ACT/365.25) is determined by how t is computed by the caller. The current library typically uses 365.25 days per year.

Implementations

impl VanillaOption

pub fn new( style: OptionStyle, kind: OptionType, strike: f64, maturity: f64, ) -> Self

Creates a new vanilla option from its components.

pub fn european_call(strike: f64, maturity: f64) -> Self

Convenience constructor for a European call.

pub fn european_put(strike: f64, maturity: f64) -> Self

Convenience constructor for a European put.

pub fn american_call(strike: f64, maturity: f64) -> Self

Convenience constructor for an American call.

pub fn american_put(strike: f64, maturity: f64) -> Self

Convenience constructor for an American put.

Trait Implementations

impl Clone for VanillaOption

fn clone(&self) -> VanillaOption

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VanillaOption

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

Formats the value using the given formatter.

impl PartialEq for VanillaOption

fn eq(&self, other: &VanillaOption) -> 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 Copy for VanillaOption

impl StructuralPartialEq for VanillaOption