Struct SurfaceQuoteQualityPolicy 

pub struct SurfaceQuoteQualityPolicy { /* private fields */ }

Implementations

impl SurfaceQuoteQualityPolicy

pub const DEFAULT_MAX_BID_ASK_RATIO: f64 = 0.30

pub const DEFAULT_MIN_OPEN_INTEREST: f64 = 10.0

pub fn new() -> Self

pub fn with_max_bid_ask_ratio( self, ratio: Option<f64>, ) -> Result<Self, FerroRiskError>

pub fn with_min_open_interest( self, min_oi: Option<f64>, ) -> Result<Self, FerroRiskError>

pub const fn with_otm_only(self, otm_only: bool) -> Self

pub fn with_moneyness_window( self, window: MoneynessWindow, ) -> Result<Self, FerroRiskError>

pub const fn max_bid_ask_ratio(&self) -> Option<f64>

pub const fn min_open_interest(&self) -> Option<f64>

pub const fn otm_only(&self) -> bool

pub const fn moneyness_window(&self) -> MoneynessWindow

Trait Implementations

impl Clone for SurfaceQuoteQualityPolicy

fn clone(&self) -> SurfaceQuoteQualityPolicy

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

impl Debug for SurfaceQuoteQualityPolicy

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

impl Default for SurfaceQuoteQualityPolicy

fn default() -> Self

impl PartialEq for SurfaceQuoteQualityPolicy

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

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

impl Copy for SurfaceQuoteQualityPolicy

impl StructuralPartialEq for SurfaceQuoteQualityPolicy