Struct OptionExposure 

#[non_exhaustive]
pub struct OptionExposure {
    pub kind: OptionExposureKind,
    pub time: DateTime<Utc>,
    pub unit: String,
    pub model: Option<String>,
    pub rows: Vec<OptionExposureRow>,
    pub missing_contracts: usize,
}

A complete exposure observation, supplied by a feed or computed from an option chain.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

kind: OptionExposureKind

Sensitivity represented by these values.

time: DateTime<Utc>

UTC observation time. Computed gamma uses the newest input observation.

unit: String

Display units, supplied by the feed or documented by Self::gamma.

model: Option<String>

Optional name of the feed’s valuation or position model.

rows: Vec<OptionExposureRow>

Exposure by expiry and strike; supplied rows keep their order and figures.

missing_contracts: usize

Contracts omitted because an input was unknown. Zero open interest is not missing.

Implementations

impl OptionExposure

pub fn new( kind: OptionExposureKind, time: DateTime<Utc>, unit: impl Into<String>, rows: Vec<OptionExposureRow>, ) -> Self

An observation with no model label or missing contracts.

pub fn gamma<'a>( quotes: impl IntoIterator<Item = &'a OptionQuote>, ) -> Result<Option<Self>, FeedError>

Compute gamma * open_interest * multiplier * underlying_price² * 0.01 per contract, in the underlying’s price currency per 1% underlying move. Calls use a positive sign and puts a negative sign: this is a convention, not an inference about positions. The quotes must belong to one underlying and currency, with unscaled contract Greeks.

Missing inputs omit and count the contract; zero open interest contributes Some(0). Rows sort by expiry then strike, summing each side and taking their sum as net. A side with no usable contracts stays None. Returns Ok(None) without observations, or FeedError::InvalidData for invalid inputs or arithmetic overflow.

Trait Implementations

impl Clone for OptionExposure

fn clone(&self) -> OptionExposure

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionExposure

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

Formats the value using the given formatter.

impl PartialEq for OptionExposure

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for OptionExposure