Enum OptionExposureKind 

#[non_exhaustive]
pub enum OptionExposureKind {
    Gamma,
    Delta,
    Vanna,
    Charm,
}

The sensitivity described by an exposure snapshot. Only gamma is computed locally.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Gamma

Exposure to a change in the underlying price through gamma.

Delta

Exposure through delta.

Vanna

Exposure to changes in volatility through vanna.

Charm

Exposure to the passage of time through charm.

Trait Implementations

impl Clone for OptionExposureKind

fn clone(&self) -> OptionExposureKind

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for OptionExposureKind

impl Debug for OptionExposureKind

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

Formats the value using the given formatter.

impl Eq for OptionExposureKind

impl Hash for OptionExposureKind

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for OptionExposureKind

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for OptionExposureKind