Struct OptionExposureRow 

#[non_exhaustive]
pub struct OptionExposureRow {
    pub expiry: NaiveDate,
    pub strike: f64,
    pub calls: Option<f64>,
    pub puts: Option<f64>,
    pub net: Option<f64>,
}

Exposure at one expiry and strike, in the snapshot’s units. Unknown sides stay absent.

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.

expiry: NaiveDate

Contract expiry date; different expiries are never combined.

strike: f64

Positive, finite strike in underlying price units.

calls: Option<f64>

Finite call exposure, or unknown.

puts: Option<f64>

Finite put exposure, or unknown.

net: Option<f64>

Finite net exposure, or unknown. Supplied values need not equal calls plus puts.

Implementations

impl OptionExposureRow

pub fn new(expiry: NaiveDate, strike: f64) -> Self

Identify an expiry and strike, leaving all exposure figures unknown.

Trait Implementations

impl Clone for OptionExposureRow

fn clone(&self) -> OptionExposureRow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionExposureRow

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

Formats the value using the given formatter.

impl PartialEq for OptionExposureRow

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for OptionExposureRow