Bourse.InstrumentGreeks (bourse v0.1.0)

Per-instrument Greeks joined to option identity with explicit conventions.

Built by Bourse.Unified.OptionSurface.instrument_greeks/3. Each populated Greek names its native source field plus denomination, unit, bump size and time basis; unsupported Greeks stay explicit with supported: false.

Summary

Types

convention()

t()

Functions

schema()

JSON Schema for the InstrumentGreeks surface type.

Types

convention()

@type convention() :: %{required(String.t()) => term()}

t()

@type t() :: %Bourse.InstrumentGreeks{
  ask_price: number() | nil,
  bid_price: number() | nil,
  conventions: %{optional(String.t()) => convention()} | nil,
  delta: number() | nil,
  expiry: integer() | nil,
  gamma: number() | nil,
  id: String.t() | nil,
  info: map() | nil,
  mark_implied_volatility: number() | nil,
  observed_at: integer() | nil,
  option_type: String.t() | nil,
  rho: number() | nil,
  settle: String.t() | nil,
  source_timestamp: integer() | nil,
  strike: number() | nil,
  symbol: String.t() | nil,
  theta: number() | nil,
  underlying_price: number() | nil,
  vega: number() | nil,
  venue: String.t() | nil
}

Functions

schema()

@spec schema() :: map()

JSON Schema for the InstrumentGreeks surface type.