Enum DeltaQuote 

pub enum DeltaQuote {
    Put(f64),
    Atm,
    Call(f64),
}

Where a node sits on a delta-quoted smile: the option the market names and the delta it names it at. Spelled as the market does — 25P is the 25-delta put, ATM the delta-neutral straddle, 25C the 25-delta call.

Two quotes are the same quote when they name the same option at the same delta to the basis point, so a quote is a usable key.

Variants

Put(f64)

A put at this unsigned delta, in (0, 1).

Atm

The delta-neutral at-the-money straddle.

Call(f64)

A call at this unsigned delta, in (0, 1).

Implementations

impl DeltaQuote

fn key(self) -> (u8, i64)

The comparable form: the side, then the delta in basis points signed so that the order runs from the lowest strike to the highest — deep puts, nearer puts, ATM, nearer calls, deep calls.

pub fn delta(self) -> Option<f64>

The unsigned delta the quote names, None at the money.

pub fn signed_delta(self) -> Option<f64>

The signed delta the quote names — puts negative — None at the money.

pub fn is_atm(self) -> bool

Whether this is the at-the-money quote.

pub fn is_put(self) -> bool

Whether this is a put-side quote.

pub fn is_call(self) -> bool

Whether this is a call-side quote.

fn is_well_formed(self) -> bool

Trait Implementations

impl Clone for DeltaQuote

fn clone(&self) -> DeltaQuote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for DeltaQuote

impl Debug for DeltaQuote

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

Formats the value using the given formatter.

impl Display for DeltaQuote

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

Formats the value using the given formatter.

impl Eq for DeltaQuote

impl FromStr for DeltaQuote

type Err = FxVolError

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 DeltaQuote

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 Ord for DeltaQuote

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for DeltaQuote

fn eq(&self, other: &Self) -> 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 PartialOrd for DeltaQuote

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.