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crates/cre8-app-capitalstrategy/src/instrument_legs.rs
Items
const YEAR_MS const YEAR_SECS const DERIVATIVE_QUOTE_FRESHNESS_MS const IV_STRIKE_TOLERANCE const IV_EXPIRY_TOLERANCE_MS const DAY_MS
Functions
By call-graph weight (PageRank; 1.0 is the average function). 25 functions in all.
| function | kind | lines | cyclomatic | callers | callees | weight | crystal |
|---|---|---|---|---|---|---|---|
| derivative_termssrc/instrument_legs.rs:51 | fn | 3 | 1 | 7 | 0 | 3.7 | |
| is_option_legsrc/instrument_legs.rs:55 | fn | 3 | 1 | 3 | 2 | 2.6 | |
| option_valuesrc/instrument_legs.rs:64 | fn | 16 | 7 | 6 | 4 | 1.4 | |
| signed_leg_returnsrc/instrument_legs.rs:172 | fn | 7 | 3 | 2 | 1 | 1.4 | |
| quote_is_freshsrc/instrument_legs.rs:89 | fn | 3 | 2 | 2 | 0 | 1.2 | |
| call_termssrc/instrument_legs.rs:250 | fn | 10 | 1 | 5 | 0 | 1.2 | |
| option_rightsrc/instrument_legs.rs:42 | fn | 7 | 3 | 2 | 0 | 0.9 | |
| years_untilsrc/instrument_legs.rs:59 | fn | 3 | 1 | 2 | 0 | 0.9 | |
| diffusion_volsrc/instrument_legs.rs:82 | fn | 6 | 2 | 2 | 1 | 0.9 | |
| venue_derivative_marksrc/instrument_legs.rs:161 | fn | 9 | 3 | 2 | 2 | 0.9 | |
| provider_rightsrc/instrument_legs.rs:93 | fn | 7 | 3 | 1 | 0 | 0.9 | |
| observed_option_quotessrc/instrument_legs.rs:102 | fn | 12 | 2 | 1 | 2 | 0.9 | |
| observed_ivsrc/instrument_legs.rs:118 | fn | 18 | 2 | 1 | 2 | 0.9 | |
| leg_volsrc/instrument_legs.rs:138 | fn | 6 | 2 | 1 | 2 | 0.9 | |
| price_option_at_opensrc/instrument_legs.rs:148 | fn | 11 | 4 | 2 | 2 | 0.8 | |
| option_legsrc/instrument_legs.rs:261 | fn | 10 | 1 | 3 | 0 | 0.8 | |
| earliest_expiry_mssrc/instrument_legs.rs:181 | fn | 7 | 1 | 3 | 1 | 0.8 | |
| linear_leg_delta_usdsrc/instrument_legs.rs:222 | fn | 10 | 4 | 2 | 1 | 0.7 | |
| option_leg_greekssrc/instrument_legs.rs:192 | fn | 28 | 6 | 2 | 5 | 0.7 | |
| add_greekssrc/instrument_legs.rs:234 | fn | 9 | 1 | 2 | 0 | 0.7 | |
| option_value_is_bsm_before_expiry_and_intrinsic_aftersrc/instrument_legs.rs:273 | fn | 12 | 1 | 0 | 3 | 0.5 | |
| option_returns_are_simple_on_premium_and_signed_by_sidesrc/instrument_legs.rs:287 | fn | 11 | 1 | 0 | 3 | 0.5 | |
| price_at_open_records_terms_and_refuses_unpriceable_legssrc/instrument_legs.rs:300 | fn | 15 | 1 | 0 | 2 | 0.5 | |
| greeks_scale_with_units_and_flip_for_written_legssrc/instrument_legs.rs:317 | fn | 16 | 4 | 0 | 5 | 0.5 | |
| earliest_expiry_reads_only_dated_derivative_legssrc/instrument_legs.rs:335 | fn | 12 | 1 | 0 | 4 | 0.5 |
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