Struct BondFutureOptionDiagnostics 

pub struct BondFutureOptionDiagnostics {
    pub futures_price: f64,
    pub vol: f64,
    pub convention: VolConvention,
    pub time: f64,
    pub discount: f64,
    pub european: f64,
    pub early_exercise: f64,
    pub critical_price: Option<f64>,
}

The quantities a futures option is priced from, per 100 — what a trader reconciles against an exchange or vendor screen. Recombining european + early_exercise reproduces the per-100 model value.

Fields

futures_price: f64

The quoted futures price.

vol: f64

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

convention: VolConvention

Whether the vol is a Black or a Bachelier price vol.

time: f64

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

discount: f64

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

european: f64

The European value.

early_exercise: f64

What early exercise adds — zero unless American with a paid premium.

critical_price: Option<f64>

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

Trait Implementations

impl Clone for BondFutureOptionDiagnostics

fn clone(&self) -> BondFutureOptionDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BondFutureOptionDiagnostics

impl Debug for BondFutureOptionDiagnostics

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

Formats the value using the given formatter.

impl PartialEq for BondFutureOptionDiagnostics

fn eq(&self, other: &BondFutureOptionDiagnostics) -> 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 StructuralPartialEq for BondFutureOptionDiagnostics