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VegaProvider

nautilus_data::aggregation

Trait VegaProvider 

Source 
pub trait VegaProvider {
    // Required method
    fn vega_for_leg(&self, instrument_id: InstrumentId) -> Option<f64>;
}
Expand description

Provider for vega per leg (option spreads). Returns None when greeks are unavailable.

Required Methods§

Source

fn vega_for_leg(&self, instrument_id: InstrumentId) -> Option<f64>

Returns vega for the given leg instrument, or None if not available.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§