List of all items
Structs
- margin_mode::ParseMarginModeError
- portfolio::config::PortfolioMarginConfig
- portfolio::config::PortfolioMarginContingencyConfig
- portfolio::config::PortfolioMarginGridConfig
- portfolio::config::PortfolioMarginScenario
- portfolio::config::PortfolioMarginSymbolOverride
- portfolio::contingency::ContingencyMargin
- portfolio::recovery_planner::PlannedCandidate
- portfolio::recovery_planner::PmRecoveryOpenOrder
- portfolio::recovery_planner::PmRecoveryOptionPosition
- portfolio::recovery_planner::PmRecoveryPerpPosition
- portfolio::recovery_planner::PmRecoveryPlan
- portfolio::recovery_planner::PmRecoveryPlannerInput
- portfolio::settlement_pool::PmAccountSettlementFacts
- portfolio::settlement_pool::PmFixtureOptionKey
- portfolio::settlement_pool::PmFixturePosition
- portfolio::settlement_pool::PmMarketMarks
- portfolio::settlement_pool::PmSettlementFixture
- portfolio::settlement_pool::PmSettlementObligation
- portfolio::settlement_pool::PmSettlementPoolConfig
- portfolio::settlement_pool::PmSettlementPoolSnapshot
- portfolio::snapshot::PortfolioMarginMarketState
- portfolio::snapshot::PortfolioMarginOptionExposure
- portfolio::snapshot::PortfolioMarginOptionKey
- portfolio::snapshot::PortfolioMarginOptionMarketState
- portfolio::snapshot::PortfolioMarginPerpExposure
- portfolio::snapshot::PortfolioMarginSnapshot
- portfolio::snapshot::PortfolioMarginUnderlyingMarketState
- portfolio::snapshot::PortfolioMarginUnderlyingSnapshot
- portfolio::span::ExtendedRiskGrid
- portfolio::span::InstrumentRiskRow
- portfolio::span::MarginComputation
- portfolio::span::ScenarioPnl
- standard::params::StandardMarginParams
- standard::service::PositionMarginContribution
- standard::service::StandardMarginResult
- standard::service::StandardMarginService
- standard::types::OptionPosition
- standard::types::PerpPosition
- standard::types::StandardAccount
- types::Account
- types::MarginDetails
- types::OptionContract
- types::Position
- types::Scenario
Enums
- MarginMode
- error::MarginError
- margin_mode::MarginMode
- portfolio::recovery_planner::OptionRecoveryClass
- portfolio::recovery_planner::PmRecoveryAction
- portfolio::recovery_planner::PmRecoveryReason
- portfolio::recovery_planner::PmRecoveryTrigger
- portfolio::settlement_pool::PmLiquidityClassification
- portfolio::settlement_pool::PmSettlementModelError
- portfolio::snapshot::SnapshotComponentKind
- types::OptionType
- types::ScenarioType
Functions
- black_76::black_76_implied_vol
- black_76::black_76_price
- black_76::calculate_implied_volatility
- black_scholes::adjusted_cdf
- black_scholes::black_scholes
- black_scholes::black_scholes_with_moments
- black_scholes::calculate_greeks
- black_scholes::normal_cdf
- black_scholes::normal_pdf
- portfolio::contingency::accumulate_exposure
- portfolio::contingency::calculate_contingency_margin_at
- portfolio::contingency::hours_to_expiry
- portfolio::equity::calculate_net_option_mtm
- portfolio::equity::calculate_net_option_upnl
- portfolio::equity::calculate_net_perp_upnl
- portfolio::evaluator::calculate_scanning_risk
- portfolio::evaluator::calculate_scenario_pnl
- portfolio::evaluator::net_perp_delta_f64
- portfolio::recovery_planner::compare_candidates
- portfolio::recovery_planner::input_digest
- portfolio::recovery_planner::plan_id
- portfolio::recovery_planner::plan_pm_recovery
- portfolio::recovery_planner::recovery_candidates
- portfolio::recovery_planner::side_hash_key
- portfolio::recovery_planner::sorted_options
- portfolio::recovery_planner::sorted_orders
- portfolio::recovery_planner::sorted_perps
- portfolio::recovery_planner::update_len_prefixed
- portfolio::settlement_pool::classify_liquidity_gap
- portfolio::settlement_pool::ensure_underlying
- portfolio::settlement_pool::in_unit_interval
- portfolio::settlement_pool::pool_capacity_usdc
- portfolio::settlement_pool::pool_target_usdc
- portfolio::settlement_pool::pool_utilization
- portfolio::settlement_pool::reject_negative
- portfolio::settlement_pool::short_option_oi_usdc
- portfolio::settlement_pool::utilization_apr
- portfolio::settlement_pool::validate_facts
- portfolio::settlement_pool::validate_obligation
- portfolio::settlement_pool::validate_pool_config
- portfolio::settlement_pool::validate_pool_snapshot
- portfolio::settlement_pool::validate_utilization
- portfolio::snapshot::account_cash_decimal
- portfolio::snapshot::market_state_from_snapshot
- portfolio::snapshot::snapshot_from_account
- portfolio::span::assemble_margin_details
- portfolio::span::civil_from_days
- portfolio::span::compute_extended_risk_grid_from_snapshot
- portfolio::span::compute_risk_grid_from_snapshot
- portfolio::span::compute_span_margin_at
- portfolio::span::empty_portfolio_margin_details
- portfolio::span::f64_to_decimal
- portfolio::span::format_expiry_from_ts
- portfolio::span::format_option_symbol
- portfolio::span::generate_scenarios
- portfolio::span::has_portfolio_positions
- portfolio::span::perp_current_value
- portfolio::span::single_option_snapshot