Struct OptionGreeks 

pub struct OptionGreeks {
    pub instrument_id: InstrumentId,
    pub convention: GreeksConvention,
    pub greeks: OptionGreekValues,
    pub mark_iv: Option<f64>,
    pub bid_iv: Option<f64>,
    pub ask_iv: Option<f64>,
    pub underlying_price: Option<f64>,
    pub open_interest: Option<f64>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Exchange-provided option Greeks and implied volatility for a single instrument.

Fields

instrument_id: InstrumentId

The instrument ID these Greeks apply to.

convention: GreeksConvention

The numeraire convention these Greeks are expressed in.

greeks: OptionGreekValues

Core Greek sensitivity values.

mark_iv: Option<f64>

Mark implied volatility.

bid_iv: Option<f64>

Bid implied volatility.

ask_iv: Option<f64>

Ask implied volatility.

underlying_price: Option<f64>

Underlying price at time of Greeks calculation.

open_interest: Option<f64>

Open interest for the instrument.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was initialized.

Implementations

impl OptionGreeks

pub fn from_pyobject(obj: &Bound<'_, PyAny>) -> PyResult<Self>

Creates an OptionGreeks from a Python object.

Errors

Returns an error if the Python object is missing required attributes.

Trait Implementations

impl Clone for OptionGreeks

fn clone(&self) -> OptionGreeks

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionGreeks

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

Formats the value using the given formatter.

impl Default for OptionGreeks

fn default() -> Self

Returns the “default value” for a type.

impl Deref for OptionGreeks

type Target = OptionGreekValues

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl Display for OptionGreeks

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

Formats the value using the given formatter.

impl<'a, 'py> FromPyObject<'a, 'py> for OptionGreeks

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasGreeks for OptionGreeks

fn greeks(&self) -> OptionGreekValues

impl HasTsInit for OptionGreeks

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for OptionGreeks

type Target = OptionGreeks

The Python output type

type Output = Bound<'py, <OptionGreeks as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for OptionGreeks

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for OptionGreeks

const NAME: &str = "OptionGreeks"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OptionGreeks

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Exchange-provided option Greeks and implied volatility for a single instrument.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<OptionGreeks as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<OptionGreeks>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForOptionGreeks

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for OptionGreeks

const TEXT_SIGNATURE: &'static str = "(instrument_id, delta, gamma, vega, theta, rho=0.0, mark_iv=None, bid_iv=None, ask_iv=None, underlying_price=None, open_interest=None, ts_event=0, ts_init=0, convention=None)"

impl PyStubType for OptionGreeks

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for OptionGreeks

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Copy for OptionGreeks

impl DerefToPyAny for OptionGreeks

impl StructuralPartialEq for OptionGreeks