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OptionsChainGreeksCash

hypercall_api::models

Struct OptionsChainGreeksCash 

pub struct OptionsChainGreeksCash {
    pub delta_1pct_usd: f64,
    pub gamma_1pct_usd: f64,
    pub theta_1d_usd: f64,
    pub vega_1vol_usd: f64,
}
Expand description

Cash-denominated option Greeks (dollar impact per unit move).

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§delta_1pct_usd: f64

Dollar PnL for a 1% move in the underlying.

§gamma_1pct_usd: f64

Dollar gamma impact for a 1% move in the underlying.

§theta_1d_usd: f64

Dollar theta decay over one day.

§vega_1vol_usd: f64

Dollar vega for a 1-vol-point move.

Trait Implementations§

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impl Clone for OptionsChainGreeksCash

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fn clone(&self) -> OptionsChainGreeksCash

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for OptionsChainGreeksCash

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for OptionsChainGreeksCash

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fn deserialize<__D>( __deserializer: __D, ) -> Result<OptionsChainGreeksCash, <__D as Deserializer<'de>>::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl JsonSchema for OptionsChainGreeksCash

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fn schema_name() -> Cow<'static, str>

The name of the generated JSON Schema. Read more
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fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type. Read more
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fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type. Read more
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fn inline_schema() -> bool

Whether JSON Schemas generated for this type should be included directly in parent schemas, rather than being re-used where possible using the $ref keyword. Read more
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impl Serialize for OptionsChainGreeksCash

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fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl<'__s> ToSchema<'__s> for OptionsChainGreeksCash

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fn schema() -> (&'__s str, RefOr<Schema>)

Return a tuple of name and schema or reference to a schema that can be referenced by the name or inlined directly to responses, request bodies or parameters.
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fn aliases() -> Vec<(&'__s str, Schema)>

Optional set of alias schemas for the [ToSchema::schema]. Read more

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Add an aggregate function order Read more
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