Enum Strike
#[non_exhaustive]pub enum Strike {
Absolute(f64),
AtDelta(f64),
}Expand description
How an FX option’s strike is stated.
Variants (Non-exhaustive)§
This enum is marked as non-exhaustive
Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.
Absolute(f64)
An absolute strike, quote per one base.
AtDelta(f64)
The option’s own delta, unsigned, under the surface’s convention —
0.25 on a put is the 25-delta put, on a call the 25-delta call —
resolved to an absolute strike against the smile when the option is
priced.
Trait Implementations§
impl Copy for Strike
impl StructuralPartialEq for Strike
Auto Trait Implementations§
impl Freeze for Strike
impl RefUnwindSafe for Strike
impl Send for Strike
impl Sync for Strike
impl Unpin for Strike
impl UnsafeUnpin for Strike
impl UnwindSafe for Strike
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more