sig
module Type :
sig
type t = Bid | Ask | Last | Model | Custom
val t_of_sexp : Sexplib.Sexp.t -> Response.Tick_option.Type.t
val sexp_of_t : Response.Tick_option.Type.t -> Sexplib.Sexp.t
end
type t = private {
tick_type : Response.Tick_option.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 : Response.Tick_option.t -> Price.t
val theta : Response.Tick_option.t -> float
val vega : Response.Tick_option.t -> float
val gamma : Response.Tick_option.t -> float
val pv_dividend : Response.Tick_option.t -> float
val option_price : Response.Tick_option.t -> Price.t
val delta : Response.Tick_option.t -> float
val implied_vol : Response.Tick_option.t -> float
val tick_type : Response.Tick_option.t -> Response.Tick_option.Type.t
module Fields :
sig
val names : string list
val under_price :
(Response.Tick_option.t, Price.t) Fieldslib.Field.readonly_t
val theta : (Response.Tick_option.t, float) Fieldslib.Field.readonly_t
val vega : (Response.Tick_option.t, float) Fieldslib.Field.readonly_t
val gamma : (Response.Tick_option.t, float) Fieldslib.Field.readonly_t
val pv_dividend :
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t
val option_price :
(Response.Tick_option.t, Price.t) Fieldslib.Field.readonly_t
val delta : (Response.Tick_option.t, float) Fieldslib.Field.readonly_t
val implied_vol :
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t
val tick_type :
(Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t
val fold :
init:'acc__ ->
tick_type:('acc__ ->
(Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
implied_vol:('acc__ ->
(Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> 'acc__) ->
delta:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'acc__) ->
option_price:('acc__ ->
(Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
pv_dividend:('acc__ ->
(Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> 'acc__) ->
gamma:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'acc__) ->
vega:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'acc__) ->
theta:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'acc__) ->
under_price:('acc__ ->
(Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
'acc__
val iter :
tick_type:((Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t -> unit) ->
implied_vol:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> unit) ->
delta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
unit) ->
option_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> unit) ->
pv_dividend:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> unit) ->
gamma:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
unit) ->
vega:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
unit) ->
theta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
unit) ->
under_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> unit) ->
unit
val for_all :
tick_type:((Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t -> bool) ->
implied_vol:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> bool) ->
delta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
option_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> bool) ->
pv_dividend:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> bool) ->
gamma:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
vega:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
theta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
under_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> bool) ->
bool
val exists :
tick_type:((Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t -> bool) ->
implied_vol:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> bool) ->
delta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
option_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> bool) ->
pv_dividend:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> bool) ->
gamma:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
vega:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
theta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
bool) ->
under_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> bool) ->
bool
val to_list :
tick_type:((Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
implied_vol:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> 'elem__) ->
delta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'elem__) ->
option_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
pv_dividend:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t -> 'elem__) ->
gamma:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'elem__) ->
vega:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'elem__) ->
theta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
'elem__) ->
under_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
'elem__ list
val map_poly :
([< `Read ], Response.Tick_option.t, 'x0) Fieldslib.Field.user ->
'x0 list
module Direct :
sig
val iter :
Response.Tick_option.t ->
tick_type:((Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t ->
Response.Tick_option.Type.t -> unit) ->
implied_vol:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> unit) ->
delta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> unit) ->
option_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> Price.t -> unit) ->
pv_dividend:((Response.Tick_option.t, float)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> unit) ->
gamma:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> unit) ->
vega:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> unit) ->
theta:((Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> unit) ->
under_price:((Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> Price.t -> unit) ->
unit
val fold :
Response.Tick_option.t ->
init:'acc__ ->
tick_type:('acc__ ->
(Response.Tick_option.t, Response.Tick_option.Type.t)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t ->
Response.Tick_option.Type.t -> 'acc__) ->
implied_vol:('acc__ ->
(Response.Tick_option.t, float)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> 'acc__) ->
delta:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> 'acc__) ->
option_price:('acc__ ->
(Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> Price.t -> 'acc__) ->
pv_dividend:('acc__ ->
(Response.Tick_option.t, float)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> 'acc__) ->
gamma:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> 'acc__) ->
vega:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> 'acc__) ->
theta:('acc__ ->
(Response.Tick_option.t, float) Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> float -> 'acc__) ->
under_price:('acc__ ->
(Response.Tick_option.t, Price.t)
Fieldslib.Field.readonly_t ->
Response.Tick_option.t -> Price.t -> 'acc__) ->
'acc__
end
end
val unpickler : t Tws_prot.Unpickler.t
val pickler : t Tws_prot.Pickler.t Core.Std.Only_in_test.t
val ( = ) : t -> t -> bool
val create :
tick_type:Response.Tick_option.Type.t ->
implied_vol:float ->
delta:float ->
option_price:Price.t ->
pv_dividend:float ->
gamma:float ->
vega:float ->
theta:float -> under_price:Price.t -> Response.Tick_option.t
val pp : Format.formatter -> Response.Tick_option.t -> unit
val t_of_sexp : Sexplib.Sexp.t -> Response.Tick_option.t
val sexp_of_t : Response.Tick_option.t -> Sexplib.Sexp.t
end