Struct Trade 

pub struct Trade {
    pub id: String,
    pub instrument: AnyInstrument,
    pub quantity: f64,
}

A booked position: an instrument, how much of it, and what to call it.

Fields

id: String

The trade’s identifier.

instrument: AnyInstrument

What was traded.

quantity: f64

How many. Negative is a sold position.

Implementations

impl Trade

pub fn new( id: impl Into<String>, instrument: AnyInstrument, quantity: f64, ) -> Self

A trade of quantity in instrument.

Trait Implementations

impl Clone for Trade

fn clone(&self) -> Trade

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Trade

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

Formats the value using the given formatter.

impl PartialEq for Trade

fn eq(&self, other: &Trade) -> 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<R: Scalar> Priceable<R> for Trade

fn npv(&self, view: &PricingView<'_, R>) -> Result<R, PricingError>

Present value against the resolved market view.

fn par_rate(&self, view: &PricingView<'_, R>) -> Result<R, PricingError>

The par rate — the fixed rate at which the product is worth nothing.

fn par_spread(&self, view: &PricingView<'_, R>) -> Result<R, PricingError>

The par (breakeven) floating-leg spread. Zero for a product with no floating leg.

impl PricingRiskFactors for Trade

fn risk_factors(&self) -> Result<RiskFactors<'_>, PricingError>

The market data this product is priced against.

impl StructuralPartialEq for Trade