Module greeks 

Greeks calculator for options and futures.

Structs

GreeksCalculator

Calculates instrument and portfolio greeks (sensitivities of price moves with respect to market data moves).

InstrumentGreeksParams

Builder for instrument greeks calculation parameters.

InstrumentGreeksParamsBuilder

Use builder syntax to set the inputs and finish with build().

PortfolioGreeksParams

Builder for portfolio greeks calculation parameters.

PortfolioGreeksParamsBuilder

Use builder syntax to set the inputs and finish with build().

Enums

GreeksFilterCallback

Cloneable wrapper for greeks filter functions.

Type Aliases

GreeksFilter

Type alias for a greeks filter function.