Documentation
¶
Index ¶
- Variables
- type BootstrapMethod
- type CouponBondDef
- func (*CouponBondDef) Descriptor() ([]byte, []int)
- func (m *CouponBondDef) GetCoupon() float32
- func (m *CouponBondDef) GetCouponFrequency() float32
- func (m *CouponBondDef) GetIssueTime() float32
- func (m *CouponBondDef) GetMaturity() float32
- func (*CouponBondDef) ProtoMessage()
- func (m *CouponBondDef) Reset()
- func (m *CouponBondDef) String() string
- func (m *CouponBondDef) XXX_DiscardUnknown()
- func (m *CouponBondDef) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *CouponBondDef) XXX_Merge(src proto.Message)
- func (m *CouponBondDef) XXX_Size() int
- func (m *CouponBondDef) XXX_Unmarshal(b []byte) error
- type Curve
- func (*Curve) Descriptor() ([]byte, []int)
- func (m *Curve) GetRates() []float32
- func (m *Curve) GetTenors() []float32
- func (*Curve) ProtoMessage()
- func (m *Curve) Reset()
- func (m *Curve) String() string
- func (m *Curve) XXX_DiscardUnknown()
- func (m *Curve) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *Curve) XXX_Merge(src proto.Message)
- func (m *Curve) XXX_Size() int
- func (m *Curve) XXX_Unmarshal(b []byte) error
- type CurveBootstrapData
- func (*CurveBootstrapData) Descriptor() ([]byte, []int)
- func (m *CurveBootstrapData) GetBondDefinitions() []*CouponBondDef
- func (m *CurveBootstrapData) GetYields() []float32
- func (*CurveBootstrapData) ProtoMessage()
- func (m *CurveBootstrapData) Reset()
- func (m *CurveBootstrapData) String() string
- func (m *CurveBootstrapData) XXX_DiscardUnknown()
- func (m *CurveBootstrapData) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *CurveBootstrapData) XXX_Merge(src proto.Message)
- func (m *CurveBootstrapData) XXX_Size() int
- func (m *CurveBootstrapData) XXX_Unmarshal(b []byte) error
- type InstrumentType
- type OptionParity
- type OptionTermsAndConditions
- func (*OptionTermsAndConditions) Descriptor() ([]byte, []int)
- func (m *OptionTermsAndConditions) GetParity() OptionParity
- func (m *OptionTermsAndConditions) GetS() float32
- func (m *OptionTermsAndConditions) GetT() float32
- func (m *OptionTermsAndConditions) GetType() OptionType
- func (*OptionTermsAndConditions) ProtoMessage()
- func (m *OptionTermsAndConditions) Reset()
- func (m *OptionTermsAndConditions) String() string
- func (m *OptionTermsAndConditions) XXX_DiscardUnknown()
- func (m *OptionTermsAndConditions) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *OptionTermsAndConditions) XXX_Merge(src proto.Message)
- func (m *OptionTermsAndConditions) XXX_Size() int
- func (m *OptionTermsAndConditions) XXX_Unmarshal(b []byte) error
- type OptionType
- type PricingParameters
- func (*PricingParameters) Descriptor() ([]byte, []int)
- func (m *PricingParameters) GetR() float32
- func (m *PricingParameters) GetSigma() float32
- func (*PricingParameters) ProtoMessage()
- func (m *PricingParameters) Reset()
- func (m *PricingParameters) String() string
- func (m *PricingParameters) XXX_DiscardUnknown()
- func (m *PricingParameters) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *PricingParameters) XXX_Merge(src proto.Message)
- func (m *PricingParameters) XXX_Size() int
- func (m *PricingParameters) XXX_Unmarshal(b []byte) error
- type RequestBootstrapCurve
- func (*RequestBootstrapCurve) Descriptor() ([]byte, []int)
- func (m *RequestBootstrapCurve) GetBootstrapData() *CurveBootstrapData
- func (m *RequestBootstrapCurve) GetLambda() float64
- func (m *RequestBootstrapCurve) GetMethod() BootstrapMethod
- func (m *RequestBootstrapCurve) GetOutputTenors() *TenorDefs
- func (m *RequestBootstrapCurve) GetT0() float32
- func (m *RequestBootstrapCurve) GetTenorData() *TenorDefs
- func (*RequestBootstrapCurve) ProtoMessage()
- func (m *RequestBootstrapCurve) Reset()
- func (m *RequestBootstrapCurve) String() string
- func (m *RequestBootstrapCurve) XXX_DiscardUnknown()
- func (m *RequestBootstrapCurve) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *RequestBootstrapCurve) XXX_Merge(src proto.Message)
- func (m *RequestBootstrapCurve) XXX_Size() int
- func (m *RequestBootstrapCurve) XXX_Unmarshal(b []byte) error
- type RequestCalculateOptionAnalytics
- func (*RequestCalculateOptionAnalytics) Descriptor() ([]byte, []int)
- func (m *RequestCalculateOptionAnalytics) GetStateOfWorld() *StateOfWorld
- func (m *RequestCalculateOptionAnalytics) GetTermsAndConditions() *OptionTermsAndConditions
- func (*RequestCalculateOptionAnalytics) ProtoMessage()
- func (m *RequestCalculateOptionAnalytics) Reset()
- func (m *RequestCalculateOptionAnalytics) String() string
- func (m *RequestCalculateOptionAnalytics) XXX_DiscardUnknown()
- func (m *RequestCalculateOptionAnalytics) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *RequestCalculateOptionAnalytics) XXX_Merge(src proto.Message)
- func (m *RequestCalculateOptionAnalytics) XXX_Size() int
- func (m *RequestCalculateOptionAnalytics) XXX_Unmarshal(b []byte) error
- type ResponseBootstrapCurve
- func (*ResponseBootstrapCurve) Descriptor() ([]byte, []int)
- func (m *ResponseBootstrapCurve) GetInterpolatedForwardCurve() *Curve
- func (m *ResponseBootstrapCurve) GetInterpolatedSpotCurve() *Curve
- func (m *ResponseBootstrapCurve) GetSpotCurve() *Curve
- func (*ResponseBootstrapCurve) ProtoMessage()
- func (m *ResponseBootstrapCurve) Reset()
- func (m *ResponseBootstrapCurve) String() string
- func (m *ResponseBootstrapCurve) XXX_DiscardUnknown()
- func (m *ResponseBootstrapCurve) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *ResponseBootstrapCurve) XXX_Merge(src proto.Message)
- func (m *ResponseBootstrapCurve) XXX_Size() int
- func (m *ResponseBootstrapCurve) XXX_Unmarshal(b []byte) error
- type ResponseCalculateOptionAnalytics
- func (*ResponseCalculateOptionAnalytics) Descriptor() ([]byte, []int)
- func (m *ResponseCalculateOptionAnalytics) GetDelta() float32
- func (m *ResponseCalculateOptionAnalytics) GetGamma() float32
- func (m *ResponseCalculateOptionAnalytics) GetIntrinsic() float32
- func (m *ResponseCalculateOptionAnalytics) GetPrice() float32
- func (m *ResponseCalculateOptionAnalytics) GetRho() float32
- func (m *ResponseCalculateOptionAnalytics) GetTheta() float32
- func (*ResponseCalculateOptionAnalytics) ProtoMessage()
- func (m *ResponseCalculateOptionAnalytics) Reset()
- func (m *ResponseCalculateOptionAnalytics) String() string
- func (m *ResponseCalculateOptionAnalytics) XXX_DiscardUnknown()
- func (m *ResponseCalculateOptionAnalytics) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *ResponseCalculateOptionAnalytics) XXX_Merge(src proto.Message)
- func (m *ResponseCalculateOptionAnalytics) XXX_Size() int
- func (m *ResponseCalculateOptionAnalytics) XXX_Unmarshal(b []byte) error
- type StateOfWorld
- func (*StateOfWorld) Descriptor() ([]byte, []int)
- func (m *StateOfWorld) GetParameters() *PricingParameters
- func (m *StateOfWorld) GetSpot() float32
- func (m *StateOfWorld) GetTime() float32
- func (*StateOfWorld) ProtoMessage()
- func (m *StateOfWorld) Reset()
- func (m *StateOfWorld) String() string
- func (m *StateOfWorld) XXX_DiscardUnknown()
- func (m *StateOfWorld) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *StateOfWorld) XXX_Merge(src proto.Message)
- func (m *StateOfWorld) XXX_Size() int
- func (m *StateOfWorld) XXX_Unmarshal(b []byte) error
- type TenorDefs
- func (*TenorDefs) Descriptor() ([]byte, []int)
- func (m *TenorDefs) GetTenors() []float32
- func (*TenorDefs) ProtoMessage()
- func (m *TenorDefs) Reset()
- func (m *TenorDefs) String() string
- func (m *TenorDefs) XXX_DiscardUnknown()
- func (m *TenorDefs) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
- func (m *TenorDefs) XXX_Merge(src proto.Message)
- func (m *TenorDefs) XXX_Size() int
- func (m *TenorDefs) XXX_Unmarshal(b []byte) error
Constants ¶
This section is empty.
Variables ¶
View Source
var BootstrapMethod_name = map[int32]string{
1: "Naive",
2: "MonotoneConvex",
}
View Source
var BootstrapMethod_value = map[string]int32{
"Naive": 1,
"MonotoneConvex": 2,
}
View Source
var InstrumentType_name = map[int32]string{
1: "Option",
}
View Source
var InstrumentType_value = map[string]int32{
"Option": 1,
}
View Source
var OptionParity_name = map[int32]string{
1: "Call",
2: "Put",
}
View Source
var OptionParity_value = map[string]int32{
"Call": 1,
"Put": 2,
}
View Source
var OptionType_name = map[int32]string{
1: "American",
2: "European",
}
View Source
var OptionType_value = map[string]int32{
"American": 1,
"European": 2,
}
Functions ¶
This section is empty.
Types ¶
type BootstrapMethod ¶
type BootstrapMethod int32
const ( BootstrapMethod_Naive BootstrapMethod = 1 BootstrapMethod_MonotoneConvex BootstrapMethod = 2 )
func (BootstrapMethod) Enum ¶
func (x BootstrapMethod) Enum() *BootstrapMethod
func (BootstrapMethod) EnumDescriptor ¶
func (BootstrapMethod) EnumDescriptor() ([]byte, []int)
func (BootstrapMethod) String ¶
func (x BootstrapMethod) String() string
func (*BootstrapMethod) UnmarshalJSON ¶
func (x *BootstrapMethod) UnmarshalJSON(data []byte) error
type CouponBondDef ¶
type CouponBondDef struct { IssueTime *float32 `protobuf:"fixed32,1,req,name=IssueTime" json:"IssueTime,omitempty"` Maturity *float32 `protobuf:"fixed32,2,req,name=Maturity" json:"Maturity,omitempty"` CouponFrequency *float32 `protobuf:"fixed32,3,req,name=CouponFrequency" json:"CouponFrequency,omitempty"` Coupon *float32 `protobuf:"fixed32,4,req,name=Coupon" json:"Coupon,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*CouponBondDef) Descriptor ¶
func (*CouponBondDef) Descriptor() ([]byte, []int)
func (*CouponBondDef) GetCoupon ¶
func (m *CouponBondDef) GetCoupon() float32
func (*CouponBondDef) GetCouponFrequency ¶
func (m *CouponBondDef) GetCouponFrequency() float32
func (*CouponBondDef) GetIssueTime ¶
func (m *CouponBondDef) GetIssueTime() float32
func (*CouponBondDef) GetMaturity ¶
func (m *CouponBondDef) GetMaturity() float32
func (*CouponBondDef) ProtoMessage ¶
func (*CouponBondDef) ProtoMessage()
func (*CouponBondDef) Reset ¶
func (m *CouponBondDef) Reset()
func (*CouponBondDef) String ¶
func (m *CouponBondDef) String() string
func (*CouponBondDef) XXX_DiscardUnknown ¶
func (m *CouponBondDef) XXX_DiscardUnknown()
func (*CouponBondDef) XXX_Marshal ¶
func (m *CouponBondDef) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*CouponBondDef) XXX_Merge ¶
func (m *CouponBondDef) XXX_Merge(src proto.Message)
func (*CouponBondDef) XXX_Size ¶
func (m *CouponBondDef) XXX_Size() int
func (*CouponBondDef) XXX_Unmarshal ¶
func (m *CouponBondDef) XXX_Unmarshal(b []byte) error
type Curve ¶
type Curve struct { Tenors []float32 `protobuf:"fixed32,1,rep,name=Tenors" json:"Tenors,omitempty"` Rates []float32 `protobuf:"fixed32,2,rep,name=Rates" json:"Rates,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*Curve) Descriptor ¶
func (*Curve) ProtoMessage ¶
func (*Curve) ProtoMessage()
func (*Curve) XXX_DiscardUnknown ¶
func (m *Curve) XXX_DiscardUnknown()
func (*Curve) XXX_Marshal ¶
func (*Curve) XXX_Unmarshal ¶
type CurveBootstrapData ¶
type CurveBootstrapData struct { BondDefinitions []*CouponBondDef `protobuf:"bytes,1,rep,name=bondDefinitions" json:"bondDefinitions,omitempty"` Yields []float32 `protobuf:"fixed32,2,rep,name=Yields" json:"Yields,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*CurveBootstrapData) Descriptor ¶
func (*CurveBootstrapData) Descriptor() ([]byte, []int)
func (*CurveBootstrapData) GetBondDefinitions ¶
func (m *CurveBootstrapData) GetBondDefinitions() []*CouponBondDef
func (*CurveBootstrapData) GetYields ¶
func (m *CurveBootstrapData) GetYields() []float32
func (*CurveBootstrapData) ProtoMessage ¶
func (*CurveBootstrapData) ProtoMessage()
func (*CurveBootstrapData) Reset ¶
func (m *CurveBootstrapData) Reset()
func (*CurveBootstrapData) String ¶
func (m *CurveBootstrapData) String() string
func (*CurveBootstrapData) XXX_DiscardUnknown ¶
func (m *CurveBootstrapData) XXX_DiscardUnknown()
func (*CurveBootstrapData) XXX_Marshal ¶
func (m *CurveBootstrapData) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*CurveBootstrapData) XXX_Merge ¶
func (m *CurveBootstrapData) XXX_Merge(src proto.Message)
func (*CurveBootstrapData) XXX_Size ¶
func (m *CurveBootstrapData) XXX_Size() int
func (*CurveBootstrapData) XXX_Unmarshal ¶
func (m *CurveBootstrapData) XXX_Unmarshal(b []byte) error
type InstrumentType ¶
type InstrumentType int32
const (
InstrumentType_Option InstrumentType = 1
)
func (InstrumentType) Enum ¶
func (x InstrumentType) Enum() *InstrumentType
func (InstrumentType) EnumDescriptor ¶
func (InstrumentType) EnumDescriptor() ([]byte, []int)
func (InstrumentType) String ¶
func (x InstrumentType) String() string
func (*InstrumentType) UnmarshalJSON ¶
func (x *InstrumentType) UnmarshalJSON(data []byte) error
type OptionParity ¶
type OptionParity int32
const ( OptionParity_Call OptionParity = 1 OptionParity_Put OptionParity = 2 )
func (OptionParity) Enum ¶
func (x OptionParity) Enum() *OptionParity
func (OptionParity) EnumDescriptor ¶
func (OptionParity) EnumDescriptor() ([]byte, []int)
func (OptionParity) String ¶
func (x OptionParity) String() string
func (*OptionParity) UnmarshalJSON ¶
func (x *OptionParity) UnmarshalJSON(data []byte) error
type OptionTermsAndConditions ¶
type OptionTermsAndConditions struct { S *float32 `protobuf:"fixed32,1,req,name=S" json:"S,omitempty"` T *float32 `protobuf:"fixed32,2,req,name=T" json:"T,omitempty"` Type *OptionType `protobuf:"varint,3,req,name=Type,enum=proto.generated.OptionType" json:"Type,omitempty"` Parity *OptionParity `protobuf:"varint,4,req,name=Parity,enum=proto.generated.OptionParity" json:"Parity,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*OptionTermsAndConditions) Descriptor ¶
func (*OptionTermsAndConditions) Descriptor() ([]byte, []int)
func (*OptionTermsAndConditions) GetParity ¶
func (m *OptionTermsAndConditions) GetParity() OptionParity
func (*OptionTermsAndConditions) GetS ¶
func (m *OptionTermsAndConditions) GetS() float32
func (*OptionTermsAndConditions) GetT ¶
func (m *OptionTermsAndConditions) GetT() float32
func (*OptionTermsAndConditions) GetType ¶
func (m *OptionTermsAndConditions) GetType() OptionType
func (*OptionTermsAndConditions) ProtoMessage ¶
func (*OptionTermsAndConditions) ProtoMessage()
func (*OptionTermsAndConditions) Reset ¶
func (m *OptionTermsAndConditions) Reset()
func (*OptionTermsAndConditions) String ¶
func (m *OptionTermsAndConditions) String() string
func (*OptionTermsAndConditions) XXX_DiscardUnknown ¶
func (m *OptionTermsAndConditions) XXX_DiscardUnknown()
func (*OptionTermsAndConditions) XXX_Marshal ¶
func (m *OptionTermsAndConditions) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*OptionTermsAndConditions) XXX_Merge ¶
func (m *OptionTermsAndConditions) XXX_Merge(src proto.Message)
func (*OptionTermsAndConditions) XXX_Size ¶
func (m *OptionTermsAndConditions) XXX_Size() int
func (*OptionTermsAndConditions) XXX_Unmarshal ¶
func (m *OptionTermsAndConditions) XXX_Unmarshal(b []byte) error
type OptionType ¶
type OptionType int32
const ( OptionType_American OptionType = 1 OptionType_European OptionType = 2 )
func (OptionType) Enum ¶
func (x OptionType) Enum() *OptionType
func (OptionType) EnumDescriptor ¶
func (OptionType) EnumDescriptor() ([]byte, []int)
func (OptionType) String ¶
func (x OptionType) String() string
func (*OptionType) UnmarshalJSON ¶
func (x *OptionType) UnmarshalJSON(data []byte) error
type PricingParameters ¶
type PricingParameters struct { Sigma *float32 `protobuf:"fixed32,1,req,name=Sigma" json:"Sigma,omitempty"` R *float32 `protobuf:"fixed32,2,req,name=R" json:"R,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*PricingParameters) Descriptor ¶
func (*PricingParameters) Descriptor() ([]byte, []int)
func (*PricingParameters) GetR ¶
func (m *PricingParameters) GetR() float32
func (*PricingParameters) GetSigma ¶
func (m *PricingParameters) GetSigma() float32
func (*PricingParameters) ProtoMessage ¶
func (*PricingParameters) ProtoMessage()
func (*PricingParameters) Reset ¶
func (m *PricingParameters) Reset()
func (*PricingParameters) String ¶
func (m *PricingParameters) String() string
func (*PricingParameters) XXX_DiscardUnknown ¶
func (m *PricingParameters) XXX_DiscardUnknown()
func (*PricingParameters) XXX_Marshal ¶
func (m *PricingParameters) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*PricingParameters) XXX_Merge ¶
func (m *PricingParameters) XXX_Merge(src proto.Message)
func (*PricingParameters) XXX_Size ¶
func (m *PricingParameters) XXX_Size() int
func (*PricingParameters) XXX_Unmarshal ¶
func (m *PricingParameters) XXX_Unmarshal(b []byte) error
type RequestBootstrapCurve ¶
type RequestBootstrapCurve struct { Method *BootstrapMethod `protobuf:"varint,1,req,name=method,enum=proto.generated.BootstrapMethod" json:"method,omitempty"` Lambda *float64 `protobuf:"fixed64,2,req,name=lambda" json:"lambda,omitempty"` T0 *float32 `protobuf:"fixed32,3,req,name=t0" json:"t0,omitempty"` BootstrapData *CurveBootstrapData `protobuf:"bytes,4,req,name=bootstrapData" json:"bootstrapData,omitempty"` TenorData *TenorDefs `protobuf:"bytes,5,req,name=tenorData" json:"tenorData,omitempty"` OutputTenors *TenorDefs `protobuf:"bytes,6,req,name=outputTenors" json:"outputTenors,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*RequestBootstrapCurve) Descriptor ¶
func (*RequestBootstrapCurve) Descriptor() ([]byte, []int)
func (*RequestBootstrapCurve) GetBootstrapData ¶
func (m *RequestBootstrapCurve) GetBootstrapData() *CurveBootstrapData
func (*RequestBootstrapCurve) GetLambda ¶
func (m *RequestBootstrapCurve) GetLambda() float64
func (*RequestBootstrapCurve) GetMethod ¶
func (m *RequestBootstrapCurve) GetMethod() BootstrapMethod
func (*RequestBootstrapCurve) GetOutputTenors ¶
func (m *RequestBootstrapCurve) GetOutputTenors() *TenorDefs
func (*RequestBootstrapCurve) GetT0 ¶
func (m *RequestBootstrapCurve) GetT0() float32
func (*RequestBootstrapCurve) GetTenorData ¶
func (m *RequestBootstrapCurve) GetTenorData() *TenorDefs
func (*RequestBootstrapCurve) ProtoMessage ¶
func (*RequestBootstrapCurve) ProtoMessage()
func (*RequestBootstrapCurve) Reset ¶
func (m *RequestBootstrapCurve) Reset()
func (*RequestBootstrapCurve) String ¶
func (m *RequestBootstrapCurve) String() string
func (*RequestBootstrapCurve) XXX_DiscardUnknown ¶
func (m *RequestBootstrapCurve) XXX_DiscardUnknown()
func (*RequestBootstrapCurve) XXX_Marshal ¶
func (m *RequestBootstrapCurve) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*RequestBootstrapCurve) XXX_Merge ¶
func (m *RequestBootstrapCurve) XXX_Merge(src proto.Message)
func (*RequestBootstrapCurve) XXX_Size ¶
func (m *RequestBootstrapCurve) XXX_Size() int
func (*RequestBootstrapCurve) XXX_Unmarshal ¶
func (m *RequestBootstrapCurve) XXX_Unmarshal(b []byte) error
type RequestCalculateOptionAnalytics ¶
type RequestCalculateOptionAnalytics struct { TermsAndConditions *OptionTermsAndConditions `protobuf:"bytes,1,req,name=termsAndConditions" json:"termsAndConditions,omitempty"` StateOfWorld *StateOfWorld `protobuf:"bytes,2,req,name=stateOfWorld" json:"stateOfWorld,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*RequestCalculateOptionAnalytics) Descriptor ¶
func (*RequestCalculateOptionAnalytics) Descriptor() ([]byte, []int)
func (*RequestCalculateOptionAnalytics) GetStateOfWorld ¶
func (m *RequestCalculateOptionAnalytics) GetStateOfWorld() *StateOfWorld
func (*RequestCalculateOptionAnalytics) GetTermsAndConditions ¶
func (m *RequestCalculateOptionAnalytics) GetTermsAndConditions() *OptionTermsAndConditions
func (*RequestCalculateOptionAnalytics) ProtoMessage ¶
func (*RequestCalculateOptionAnalytics) ProtoMessage()
func (*RequestCalculateOptionAnalytics) Reset ¶
func (m *RequestCalculateOptionAnalytics) Reset()
func (*RequestCalculateOptionAnalytics) String ¶
func (m *RequestCalculateOptionAnalytics) String() string
func (*RequestCalculateOptionAnalytics) XXX_DiscardUnknown ¶
func (m *RequestCalculateOptionAnalytics) XXX_DiscardUnknown()
func (*RequestCalculateOptionAnalytics) XXX_Marshal ¶
func (m *RequestCalculateOptionAnalytics) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*RequestCalculateOptionAnalytics) XXX_Merge ¶
func (m *RequestCalculateOptionAnalytics) XXX_Merge(src proto.Message)
func (*RequestCalculateOptionAnalytics) XXX_Size ¶
func (m *RequestCalculateOptionAnalytics) XXX_Size() int
func (*RequestCalculateOptionAnalytics) XXX_Unmarshal ¶
func (m *RequestCalculateOptionAnalytics) XXX_Unmarshal(b []byte) error
type ResponseBootstrapCurve ¶
type ResponseBootstrapCurve struct { SpotCurve *Curve `protobuf:"bytes,1,req,name=SpotCurve" json:"SpotCurve,omitempty"` InterpolatedSpotCurve *Curve `protobuf:"bytes,2,opt,name=InterpolatedSpotCurve" json:"InterpolatedSpotCurve,omitempty"` InterpolatedForwardCurve *Curve `protobuf:"bytes,3,opt,name=InterpolatedForwardCurve" json:"InterpolatedForwardCurve,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*ResponseBootstrapCurve) Descriptor ¶
func (*ResponseBootstrapCurve) Descriptor() ([]byte, []int)
func (*ResponseBootstrapCurve) GetInterpolatedForwardCurve ¶
func (m *ResponseBootstrapCurve) GetInterpolatedForwardCurve() *Curve
func (*ResponseBootstrapCurve) GetInterpolatedSpotCurve ¶
func (m *ResponseBootstrapCurve) GetInterpolatedSpotCurve() *Curve
func (*ResponseBootstrapCurve) GetSpotCurve ¶
func (m *ResponseBootstrapCurve) GetSpotCurve() *Curve
func (*ResponseBootstrapCurve) ProtoMessage ¶
func (*ResponseBootstrapCurve) ProtoMessage()
func (*ResponseBootstrapCurve) Reset ¶
func (m *ResponseBootstrapCurve) Reset()
func (*ResponseBootstrapCurve) String ¶
func (m *ResponseBootstrapCurve) String() string
func (*ResponseBootstrapCurve) XXX_DiscardUnknown ¶
func (m *ResponseBootstrapCurve) XXX_DiscardUnknown()
func (*ResponseBootstrapCurve) XXX_Marshal ¶
func (m *ResponseBootstrapCurve) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*ResponseBootstrapCurve) XXX_Merge ¶
func (m *ResponseBootstrapCurve) XXX_Merge(src proto.Message)
func (*ResponseBootstrapCurve) XXX_Size ¶
func (m *ResponseBootstrapCurve) XXX_Size() int
func (*ResponseBootstrapCurve) XXX_Unmarshal ¶
func (m *ResponseBootstrapCurve) XXX_Unmarshal(b []byte) error
type ResponseCalculateOptionAnalytics ¶
type ResponseCalculateOptionAnalytics struct { Price *float32 `protobuf:"fixed32,1,req,name=Price" json:"Price,omitempty"` Delta *float32 `protobuf:"fixed32,2,req,name=Delta" json:"Delta,omitempty"` Gamma *float32 `protobuf:"fixed32,3,req,name=Gamma" json:"Gamma,omitempty"` Theta *float32 `protobuf:"fixed32,4,req,name=Theta" json:"Theta,omitempty"` Rho *float32 `protobuf:"fixed32,5,req,name=Rho" json:"Rho,omitempty"` Intrinsic *float32 `protobuf:"fixed32,6,req,name=Intrinsic" json:"Intrinsic,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*ResponseCalculateOptionAnalytics) Descriptor ¶
func (*ResponseCalculateOptionAnalytics) Descriptor() ([]byte, []int)
func (*ResponseCalculateOptionAnalytics) GetDelta ¶
func (m *ResponseCalculateOptionAnalytics) GetDelta() float32
func (*ResponseCalculateOptionAnalytics) GetGamma ¶
func (m *ResponseCalculateOptionAnalytics) GetGamma() float32
func (*ResponseCalculateOptionAnalytics) GetIntrinsic ¶
func (m *ResponseCalculateOptionAnalytics) GetIntrinsic() float32
func (*ResponseCalculateOptionAnalytics) GetPrice ¶
func (m *ResponseCalculateOptionAnalytics) GetPrice() float32
func (*ResponseCalculateOptionAnalytics) GetRho ¶
func (m *ResponseCalculateOptionAnalytics) GetRho() float32
func (*ResponseCalculateOptionAnalytics) GetTheta ¶
func (m *ResponseCalculateOptionAnalytics) GetTheta() float32
func (*ResponseCalculateOptionAnalytics) ProtoMessage ¶
func (*ResponseCalculateOptionAnalytics) ProtoMessage()
func (*ResponseCalculateOptionAnalytics) Reset ¶
func (m *ResponseCalculateOptionAnalytics) Reset()
func (*ResponseCalculateOptionAnalytics) String ¶
func (m *ResponseCalculateOptionAnalytics) String() string
func (*ResponseCalculateOptionAnalytics) XXX_DiscardUnknown ¶
func (m *ResponseCalculateOptionAnalytics) XXX_DiscardUnknown()
func (*ResponseCalculateOptionAnalytics) XXX_Marshal ¶
func (m *ResponseCalculateOptionAnalytics) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*ResponseCalculateOptionAnalytics) XXX_Merge ¶
func (m *ResponseCalculateOptionAnalytics) XXX_Merge(src proto.Message)
func (*ResponseCalculateOptionAnalytics) XXX_Size ¶
func (m *ResponseCalculateOptionAnalytics) XXX_Size() int
func (*ResponseCalculateOptionAnalytics) XXX_Unmarshal ¶
func (m *ResponseCalculateOptionAnalytics) XXX_Unmarshal(b []byte) error
type StateOfWorld ¶
type StateOfWorld struct { Parameters *PricingParameters `protobuf:"bytes,1,req,name=parameters" json:"parameters,omitempty"` Spot *float32 `protobuf:"fixed32,2,req,name=Spot" json:"Spot,omitempty"` Time *float32 `protobuf:"fixed32,3,req,name=Time" json:"Time,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*StateOfWorld) Descriptor ¶
func (*StateOfWorld) Descriptor() ([]byte, []int)
func (*StateOfWorld) GetParameters ¶
func (m *StateOfWorld) GetParameters() *PricingParameters
func (*StateOfWorld) GetSpot ¶
func (m *StateOfWorld) GetSpot() float32
func (*StateOfWorld) GetTime ¶
func (m *StateOfWorld) GetTime() float32
func (*StateOfWorld) ProtoMessage ¶
func (*StateOfWorld) ProtoMessage()
func (*StateOfWorld) Reset ¶
func (m *StateOfWorld) Reset()
func (*StateOfWorld) String ¶
func (m *StateOfWorld) String() string
func (*StateOfWorld) XXX_DiscardUnknown ¶
func (m *StateOfWorld) XXX_DiscardUnknown()
func (*StateOfWorld) XXX_Marshal ¶
func (m *StateOfWorld) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)
func (*StateOfWorld) XXX_Merge ¶
func (m *StateOfWorld) XXX_Merge(src proto.Message)
func (*StateOfWorld) XXX_Size ¶
func (m *StateOfWorld) XXX_Size() int
func (*StateOfWorld) XXX_Unmarshal ¶
func (m *StateOfWorld) XXX_Unmarshal(b []byte) error
type TenorDefs ¶
type TenorDefs struct { Tenors []float32 `protobuf:"fixed32,1,rep,name=tenors" json:"tenors,omitempty"` XXX_NoUnkeyedLiteral struct{} `json:"-"` XXX_unrecognized []byte `json:"-"` XXX_sizecache int32 `json:"-"` }
func (*TenorDefs) Descriptor ¶
func (*TenorDefs) ProtoMessage ¶
func (*TenorDefs) ProtoMessage()
func (*TenorDefs) XXX_DiscardUnknown ¶
func (m *TenorDefs) XXX_DiscardUnknown()
func (*TenorDefs) XXX_Marshal ¶
func (*TenorDefs) XXX_Unmarshal ¶
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