Struct SurfaceNormalizationPolicy 

pub struct SurfaceNormalizationPolicy { /* private fields */ }

Implementations

impl SurfaceNormalizationPolicy

pub fn new() -> Self

pub const fn reference_price_policy(&self) -> SurfaceReferencePricePolicy

pub const fn crossed_market_treatment(&self) -> SurfaceQuoteTreatment

pub const fn locked_market_treatment(&self) -> SurfaceQuoteTreatment

pub const fn stale_quote_treatment(&self) -> SurfaceQuoteTreatment

pub const fn stale_after_millis(&self) -> Option<u64>

pub const fn open_interest_liquidity_weight(&self) -> f64

pub const fn volume_liquidity_weight(&self) -> f64

pub const fn vega_weight_coefficient(&self) -> f64

pub const fn bid_ask_precision_coefficient(&self) -> f64

pub const fn bid_ask_precision_floor(&self) -> f64

pub fn with_reference_price_policy( self, policy: SurfaceReferencePricePolicy, ) -> Self

pub fn with_crossed_market_treatment( self, treatment: SurfaceQuoteTreatment, ) -> Result<Self, FerroRiskError>

pub fn with_locked_market_treatment( self, treatment: SurfaceQuoteTreatment, ) -> Result<Self, FerroRiskError>

pub fn with_stale_quote_treatment( self, stale_after_millis: Option<u64>, treatment: SurfaceQuoteTreatment, ) -> Result<Self, FerroRiskError>

pub fn with_liquidity_weights( self, open_interest_liquidity_weight: f64, volume_liquidity_weight: f64, ) -> Result<Self, FerroRiskError>

pub fn with_vega_weight_coefficient( self, coefficient: f64, ) -> Result<Self, FerroRiskError>

pub fn with_bid_ask_precision_coefficient( self, coefficient: f64, ) -> Result<Self, FerroRiskError>

pub fn with_bid_ask_precision_floor( self, floor: f64, ) -> Result<Self, FerroRiskError>

Trait Implementations

impl Clone for SurfaceNormalizationPolicy

fn clone(&self) -> SurfaceNormalizationPolicy

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

impl Debug for SurfaceNormalizationPolicy

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

impl Default for SurfaceNormalizationPolicy

fn default() -> Self

impl PartialEq for SurfaceNormalizationPolicy

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

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

impl StructuralPartialEq for SurfaceNormalizationPolicy