module Tick_option: Response.Tick_option
module Type: sig
.. end
type
t = private {
|
tick_type : Type.t ; |
|
implied_vol : float ; |
|
delta : float ; |
|
option_price : Price.t ; |
|
pv_dividend : float ; |
|
gamma : float ; |
|
vega : float ; |
|
theta : float ; |
|
under_price : Price.t ; |
}
val under_price : t -> Price.t
val theta : t -> float
val vega : t -> float
val gamma : t -> float
val pv_dividend : t -> float
val option_price : t -> Price.t
val delta : t -> float
val implied_vol : t -> float
val tick_type : t -> Type.t
module Fields: sig
.. end
include Response_intf.S
val create : tick_type:Type.t ->
implied_vol:float ->
delta:float ->
option_price:Price.t ->
pv_dividend:float ->
gamma:float ->
vega:float -> theta:float -> under_price:Price.t -> t
val pp : Format.formatter -> t -> unit
val t_of_sexp : Sexplib.Sexp.t -> t
val sexp_of_t : t -> Sexplib.Sexp.t