Function bond_future_option_from_template
pub fn bond_future_option_from_template(
code: &str,
year: i32,
month: u32,
strike: f64,
kind: OptionKind,
) -> Result<BondFutureOption, BondFutureOptionError>Expand description
One long contract of the option of year-month under the futures option
template code, struck at strike per 100: the template’s premium style,
exercise style, currency and point value, its expiry by the template’s rule
on its calendar, and its underlying the quarterly future the month exercises
into.
§Errors
BondFutureOptionError::Template for a code that names no futures option
template, a month outside 1–12, or an expiry the rule lands on a holiday
for (state the expiry and build with BondFutureOption::new);
BondFutureOptionError::Strike for a strike that is not finite.