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Module options_chain

Module options_chain 

Source

Enums§

OptionsChainOptionTypeFilter
OptionsChainSideFilter

Functions§

apply_side_filter_to_leg
build_options_chain_leg
build_options_chain_leg_for_symbol
build_single_leg_strike_row
compute_cash_greeks
parse_expiry_date_to_code
Parse a YYYY-MM-DD expiry date into a YYYYMMDD code.
parse_expiry_date_to_unix
Parse a YYYY-MM-DD expiry date into the Unix timestamp at which the given currency’s instruments expire on that date.
strike_to_f64