Struct Sensitivity 

pub struct Sensitivity {
    pub asset_id: u64,
    pub delta: f64,
    pub gamma: f64,
    pub vega: f64,
    pub theta: f64,
    pub rho: f64,
}

Sensitivity of a position to risk factors.

Fields

asset_id: u64

Asset ID.

delta: f64

Delta (first-order sensitivity).

gamma: f64

Gamma (second-order sensitivity).

vega: f64

Vega (volatility sensitivity).

theta: f64

Theta (time decay).

rho: f64

Rho (interest rate sensitivity).

Trait Implementations

impl Clone for Sensitivity

fn clone(&self) -> Sensitivity

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Sensitivity

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

Formats the value using the given formatter.

impl Default for Sensitivity

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Sensitivity

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Sensitivity

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

where __S: Serializer,

Serialize this value into the given Serde serializer.