scirs2_integrate::specialized::finance::utils::math

Struct Greeks

pub struct Greeks {
    pub delta: f64,
    pub gamma: f64,
    pub vega: f64,
    pub theta: f64,
    pub rho: f64,
}

Expand description

Calculate all Greeks at once (more efficient than individual calls)

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§delta: f64§gamma: f64§vega: f64§theta: f64§rho: f64

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impl Greeks

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pub fn call( spot: f64, strike: f64, time: f64, rate: f64, volatility: f64, ) -> Self

Calculate all Greeks for a call option

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pub fn put( spot: f64, strike: f64, time: f64, rate: f64, volatility: f64, ) -> Self

Calculate all Greeks for a put option

Auto Trait Implementations§

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impl UnwindSafe for Greeks

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

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where T: ?Sized,

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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

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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 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> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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