HedgingConfig

rustkernel_treasury::fx

Struct HedgingConfig

pub struct HedgingConfig {
    pub base_currency: String,
    pub target_hedge_ratio: f64,
    pub min_hedge_amount: f64,
    pub hedge_horizon_days: u32,
    pub preferred_instrument: PreferredInstrument,
    pub interest_rate_differential: f64,
    pub implied_volatility: f64,
    pub option_otm_offset: f64,
}

Expand description

Hedging configuration.

Fields§

§base_currency: String

Base currency.

§target_hedge_ratio: f64

Target hedge ratio (0-1).

§min_hedge_amount: f64

Minimum hedge amount.

§hedge_horizon_days: u32

Hedge horizon in days.

§preferred_instrument: PreferredInstrument

Preferred hedging instrument.

§interest_rate_differential: f64

Interest rate differential.

§implied_volatility: f64

Implied volatility.

§option_otm_offset: f64

OTM offset for options.

Trait Implementations§

impl Clone for HedgingConfig

fn clone(&self) -> HedgingConfig

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for HedgingConfig

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

Formats the value using the given formatter. Read more

impl Default for HedgingConfig

fn default() -> Self

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

Auto Trait Implementations§

impl Freeze for HedgingConfig

impl RefUnwindSafe for HedgingConfig

impl Send for HedgingConfig

impl Sync for HedgingConfig

impl Unpin for HedgingConfig

impl UnwindSafe for HedgingConfig

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> ArchivePointee for T

type ArchivedMetadata = ()

The archived version of the pointer metadata for this type.

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Converts some archived metadata to the pointer metadata for itself.

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

impl<F, W, T, D> Deserialize<With<T, W>, D> for F
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fn deserialize( &self, deserializer: &mut D, ) -> Result<With<T, W>, <D as Fallible>::Error>

Deserializes using the given deserializer

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

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Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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where U: From<T>,

fn into(self) -> U

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

impl<T> LayoutRaw for T

fn layout_raw(_: <T as Pointee>::Metadata) -> Result<Layout, LayoutError>

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impl<T> Pointee for T

type Metadata = ()

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impl<T> ToOwned for T
where T: Clone,

type Owned = T

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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

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where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

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