Function weekly_bond_future_option_from_template
pub fn weekly_bond_future_option_from_template(
code: &str,
designated: NaiveDate,
strike: f64,
kind: OptionKind,
) -> Result<BondFutureOption, BondFutureOptionError>Expand description
One long contract of the weekly option designated to expire on
designated under the futures option template code, struck at strike
per 100: its last trading day and the quarterly future it exercises into by
FutureOptionTemplate::weekly,
the rest as bond_future_option_from_template.
ยงErrors
BondFutureOptionError::Template for a code that names no futures option
template, or a day the exchange lists no weekly for;
BondFutureOptionError::Strike for a strike that is not finite.