Struct NormalizedSurfaceQuote 

pub struct NormalizedSurfaceQuote { /* private fields */ }

Implementations

impl NormalizedSurfaceQuote

pub fn new( contract_id: ChainContractId, option_type: OptionType, exercise_style: ExerciseStyle, coordinate: SurfaceQuoteCoordinate, observation: SurfaceQuoteObservation, weight: SurfaceQuoteWeight, provenance: SurfaceQuoteProvenance, ) -> Result<Self, FerroRiskError>

pub const fn contract_id(&self) -> ChainContractId

pub const fn option_type(&self) -> OptionType

pub const fn exercise_style(&self) -> ExerciseStyle

pub const fn coordinate(&self) -> SurfaceQuoteCoordinate

pub const fn forward(&self) -> f64

pub const fn discount_factor(&self) -> f64

pub const fn reference_price(&self) -> f64

pub const fn implied_volatility(&self) -> f64

pub const fn observation(&self) -> SurfaceQuoteObservation

pub const fn weight(&self) -> SurfaceQuoteWeight

pub const fn provenance(&self) -> SurfaceQuoteProvenance

pub fn total_variance(&self) -> f64

pub fn with_bid_ask_prices( self, bid: f64, ask: f64, ) -> Result<Self, FerroRiskError>

pub fn with_bid_ask_prices_and_sizes( self, bid: f64, ask: f64, bid_size: Option<f64>, ask_size: Option<f64>, ) -> Result<Self, FerroRiskError>

pub const fn bid_ask_prices(&self) -> Option<&BidAskPrices>

pub fn bid_ask_iv_bounds( &self, ) -> Result<Option<BidAskIvBounds>, BidAskInversionError>

Trait Implementations

impl Clone for NormalizedSurfaceQuote

fn clone(&self) -> NormalizedSurfaceQuote

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

impl Debug for NormalizedSurfaceQuote

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

impl PartialEq for NormalizedSurfaceQuote

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

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

impl StructuralPartialEq for NormalizedSurfaceQuote