Enum DeltaConvention 

pub enum DeltaConvention {
    Spot,
    Fwd,
    PaSpot,
    PaFwd,
}

The four market delta conventions: spot or forward, plain or premium-adjusted (Pa). A call is a call on the base currency, premium in the quote currency; a premium-adjusted delta subtracts the base-currency premium.

Variants

Spot

Unadjusted spot delta ω·DF_base·N(ω d₁).

Fwd

Unadjusted forward delta ω·N(ω d₁).

PaSpot

Premium-adjusted spot delta ω·DF_base·(K/F)·N(ω d₂).

PaFwd

Premium-adjusted forward delta ω·(K/F)·N(ω d₂).

Implementations

impl DeltaConvention

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

impl DeltaConvention

pub fn is_spot(self) -> bool

Whether the convention scales by the base-currency discount factor.

pub fn is_premium_adjusted(self) -> bool

Whether the convention subtracts the base-currency premium.

Trait Implementations

impl Clone for DeltaConvention

fn clone(&self) -> DeltaConvention

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for DeltaConvention

impl Debug for DeltaConvention

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

Formats the value using the given formatter.

impl Eq for DeltaConvention

impl FromStr for DeltaConvention

type Err = VocabularyParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for DeltaConvention

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for DeltaConvention

fn eq(&self, other: &DeltaConvention) -> 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 DeltaConvention