Enum LongOptionExpiry 

#[non_exhaustive]
pub enum LongOptionExpiry {
    Exercise,
    Lapse,
}

How a long option position settles at expiry, whoever settles it: an engine that settles expiry itself, or the SimulatedVenue. Short options and futures are not affected.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Exercise

An option in the money is exercised, against the underlying’s price as whoever settles it takes it (see their documentation). One out of the money settles at zero. The default, matching an exchange that exercises in-the-money options automatically. What exercise does to the account is up to whoever settles it: an engine settles in cash at the intrinsic value, and the simulated venue settles as the contract’s OptionSettlement says.

Lapse

Every long option lapses: the position settles at zero, in the money or not, and no underlying price is needed for it. This matches a holder who instructs the broker not to exercise any option still held at expiry.

Trait Implementations

impl Clone for LongOptionExpiry

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for LongOptionExpiry

impl Debug for LongOptionExpiry

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

Formats the value using the given formatter.

impl Default for LongOptionExpiry

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LongOptionExpiry

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for LongOptionExpiry

impl Hash for LongOptionExpiry

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for LongOptionExpiry

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)

Restrict a value to a certain range.

impl PartialEq for LongOptionExpiry

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

Equality operator ==.

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

Inequality operator !=.

impl PartialOrd for LongOptionExpiry

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for LongOptionExpiry

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 LongOptionExpiry