Struct PyBondFutureOptionDiagnostics 

pub struct PyBondFutureOptionDiagnostics {
    inner: BondFutureOptionDiagnostics,
}

What a bond future option is priced from, per 100 — what a trader reconciles against an exchange or vendor screen.

Fields

inner: BondFutureOptionDiagnostics

Implementations

impl PyBondFutureOptionDiagnostics

fn __repr__(&self) -> String

pub(crate) fn futures_price(&self) -> f64

The quoted futures price.

pub(crate) fn vol(&self) -> f64

The vol read at the option’s expiry and strike.

pub(crate) fn vol_convention(&self) -> &'static str

"lognormal" (a Black-76 price vol) or "normal" (a Bachelier one).

pub(crate) fn time(&self) -> f64

The option’s life in the surface’s time measure, in years.

pub(crate) fn discount(&self) -> f64

The discount factor to expiry — 1 for a futures-style option.

pub(crate) fn european(&self) -> f64

The European value, per 100.

pub(crate) fn early_exercise(&self) -> f64

What early exercise adds, per 100.

pub(crate) fn critical_price(&self) -> Option<f64>

The Barone-Adesi–Whaley critical futures price, where it applies.

Trait Implementations

impl Clone for PyBondFutureOptionDiagnostics

fn clone(&self) -> PyBondFutureOptionDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyBondFutureOptionDiagnostics

impl IntoPy<Py<PyAny>> for PyBondFutureOptionDiagnostics

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PyClass for PyBondFutureOptionDiagnostics

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyBondFutureOptionDiagnostics

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PyBondFutureOptionDiagnostics>

This handles following two situations:

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

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyBondFutureOptionDiagnostics

type Holder = Option<PyRef<'py, PyBondFutureOptionDiagnostics>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<PyBondFutureOptionDiagnostics> for PyClassImplCollector<PyBondFutureOptionDiagnostics>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyBondFutureOptionDiagnostics

const NAME: &'static str = "BondFutureOptionDiagnostics"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

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

Returns the PyTypeObject instance for this type.

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

Returns the safe abstraction over the type object.

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

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

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

Checks if object is an instance of this type.