Enum OptionExpiryRule 

#[non_exhaustive]
pub enum OptionExpiryRule {
    CmeTreasury,
    LastFridayBeforeMonth,
}

How an option month’s last trading day is computed.

Variants (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.

CmeTreasury

CBOT Treasury options (xxA01.I.1): the last Friday that precedes by at least two business days the last business day of the month before the option month — unless the Friday one business day before that last business day is not a business day, when it is the business day before that Friday. A day the future does not trade moves to the next one it does (xxA01.I).

LastFridayBeforeMonth

Eurex and ICE: the last Friday before the first calendar day of the option month that is followed by at least two business days before that first day, else the Friday before it.

Trait Implementations

impl Clone for OptionExpiryRule

fn clone(&self) -> OptionExpiryRule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for OptionExpiryRule

impl Debug for OptionExpiryRule

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

Formats the value using the given formatter.

impl Eq for OptionExpiryRule

impl PartialEq for OptionExpiryRule

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