Struct TwapInputs 

pub struct TwapInputs { /* private fields */ }

A validated continuous arithmetic-Asian / partially fixed TWAP quote.

Unlike a vanilla European quote, TWAP validity is relational: the remaining averaging window cannot exceed time to expiry, and the fixed average must be present exactly when the fixed weight is non-zero. Construction checks those relations once; Self::price then calls the raw kernel with the same validated state.

Implementations

impl TwapInputs

pub const fn from_raw( s: u128, k: u128, r: u128, q: u128, sigma: u128, t: u128, averaging_time: u128, fixed_average: u128, fixed_weight: u128, ) -> Result<Self, SolMathError>

Validate raw fixed-point instruction data in one shot.

pub fn price(&self) -> Result<AsianOptionResult, SolMathError>

Price the validated partially fixed TWAP state.

pub const fn averaging_time(&self) -> u128

Remaining averaging-window length in years at SCALE.

pub const fn fixed_weight(&self) -> u128

Fraction of the final average already fixed, in [0, SCALE].

pub const fn fixed_average(&self) -> Price

Average of the already-fixed observations.

Trait Implementations

impl Clone for TwapInputs

fn clone(&self) -> TwapInputs

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for TwapInputs

impl Debug for TwapInputs

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

Formats the value using the given formatter.

impl Eq for TwapInputs

impl PartialEq for TwapInputs

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for TwapInputs