Struct FutureOptionTemplate 

pub struct FutureOptionTemplate {
    pub name: String,
    pub exchange: FuturesExchange,
    pub underlying_root: &'static str,
    pub currency: Currency,
    pub premium_style: PremiumStyle,
    pub exercise: ExerciseStyle,
    pub point_value: f64,
    pub tick: Option<f64>,
    pub strike_interval: Option<f64>,
    pub expiry_rule: OptionExpiryRule,
    pub calendar_centers: &'static str,
    pub source: &'static str,
}

The terms of one listed option on a bond future.

Fields

name: String

Template name (doubles as registry code), e.g. CBOT-OZN.

exchange: FuturesExchange

The exchange the option and its future trade on.

underlying_root: &'static str

The root of the future the option exercises into, e.g. ZN.

currency: Currency

The currency premiums and margin settle in.

premium_style: PremiumStyle

Futures-style or paid.

exercise: ExerciseStyle

European or American.

point_value: f64

What one price point is worth per contract.

tick: Option<f64>

The minimum price fluctuation, in price points; None where unsourced.

strike_interval: Option<f64>

The listed strike interval, in price points; None where unsourced.

expiry_rule: OptionExpiryRule

How an option month’s expiry is computed.

calendar_centers: &'static str

Calendar expression the expiry is computed on.

source: &'static str

The document the row was taken from.

Implementations

impl FutureOptionTemplate

pub fn calendar(&self) -> Arc<dyn Calendar>

The calendar the expiry is computed on.

pub fn underlying( &self, year: i32, month: u32, ) -> Result<ListedFutureId, FutureOptionTemplateError>

The future an option of year-month exercises into: the same month’s for a quarterly month (March, June, September, December), the next quarterly month’s for a serial one.

Errors

FutureOptionTemplateError::Month for a year or month that names no listed future.

pub fn expiry( &self, year: i32, month: u32, ) -> Result<NaiveDate, FutureOptionTemplateError>

The last trading day of the option of year-month, by the template’s rule on its calendar.

Errors

FutureOptionTemplateError::HolidayExpiry where the rule lands on a day that is not a business day and the source states no rule for it; FutureOptionTemplateError::Month for a month outside 1–12.

impl FutureOptionTemplate

pub fn weekly( &self, designated: NaiveDate, ) -> Result<(NaiveDate, ListedFutureId), FutureOptionTemplateError>

The last trading day of the weekly option designated to expire on designated, and the quarterly future it exercises into (CBOT xxA01.D.3–7 and xxA01.I.2–6).

Errors

FutureOptionTemplateError::Weekly for a template whose exchange’s weeklies are not drafted, a weekend, a Monday to Thursday holiday, or a day another option of the contract trades last on; FutureOptionTemplateError::HolidayExpiry where the quarterly option that decides the future lands on a holiday.

Trait Implementations

impl Clone for FutureOptionTemplate

fn clone(&self) -> FutureOptionTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FutureOptionTemplate

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

Formats the value using the given formatter.