added equity forward

Author: siddharthqs

src/core/utils.rs

@@ -39,8 +39,8 @@ impl EngineType {
 #[derive(Clone,Debug,Deserialize,Serialize)]
 pub struct MarketData {
     pub underlying_price:f64,
-    pub option_type:String,
-    pub strike_price:f64,
+    pub option_type:Option<String>,
+    pub strike_price:Option<f64>,
     pub volatility:Option<f64>,
     pub option_price:Option<f64>,
     pub risk_free_rate:Option<f64>,

src/equity/equity_forward.rs

@@ -0,0 +1,14 @@
+use chrono::NaiveDate;
+use crate::core::quotes::Quote;
+use crate::equity::utils::LongShort;
+pub struct EquityForward {
+    pub underlying_price: Quote,
+    pub forward_price: Quote,
+    pub risk_free_rate: f64,
+    pub dividend_yield: f64,
+    pub maturity_date: NaiveDate,
+    pub valuation_date: NaiveDate,
+    pub long_short:LongShort,
+    pub notional:f64
+}
+

src/equity/mod.rs

@@ -10,3 +10,4 @@ pub mod finite_difference;
 pub mod binary_option;
 mod equity_future;
 pub mod handle_equity_contracts;
+mod equity_forward;

src/equity/utils.rs

@@ -12,7 +12,10 @@ pub enum Engine{
     Binomial,
     FiniteDifference
 }
-
+pub enum LongShort{
+    LONG,
+    SHORT
+}
 #[derive(Deserialize, Debug)]
 #[serde(rename_all = "snake_case")]
 pub enum PayoffType {

src/equity/vanila_option.rs

@@ -79,14 +79,16 @@ impl EquityOption{
     }
 }
 impl EquityOption {
-    //pub fn new(x:T)->Self{
-    //
-    //}
+
     pub fn from_json(data: &Contract) -> Box<EquityOption> {
         let payoff_type = data.payoff_type.as_ref().unwrap().parse::<PayoffType>();
         let market_data = data.market_data.as_ref().unwrap();
-        let option_type = &market_data.option_type;
+        //let option_type = &market_data.option_type;
         let side: OptionType;
+        let option_type = match &market_data.option_type {
+            Some(x) => x.clone(),
+            None => "".to_string(),
+        };
         match option_type.trim() {
             "C" | "c" | "Call" | "call" => side = OptionType::Call,
             "P" | "p" | "Put" | "put" => side = OptionType::Put,
@@ -130,7 +132,7 @@ impl EquityOption {
             transection: Transection::Buy,
             underlying_price: underlying_quote,
             current_price: option_price,
-            strike_price: market_data.strike_price,
+            strike_price: market_data.strike_price.unwrap_or(0.0),
             volatility: volatility,
             maturity_date: future_date,
             risk_free_rate: risk_free_rate.unwrap_or(0.0),

src/utils/parse_json.rs

@@ -120,6 +120,10 @@ pub fn process_contract(data: &Contract) -> String {
         let curr_quote = Quote::new( market_data.underlying_price);
         let option_type = &market_data.option_type;
         let side: trade::OptionType;
+        let option_type = match &market_data.option_type {
+            Some(x) => x.clone(),
+            None => "".to_string(),
+        };
         match option_type.trim() {
             "C" | "c" | "Call" | "call" => side = trade::OptionType::Call,
             "P" | "p" | "Put" | "put" => side = trade:: OptionType::Put,
@@ -138,7 +142,7 @@ pub fn process_contract(data: &Contract) -> String {
                 option_type: side,
                 transection: trade::Transection::Buy,
                 current_price: curr_quote,
-                strike_price: market_data.strike_price,
+                strike_price: market_data.strike_price.unwrap_or(0.0),
                 volatility: vol.unwrap(),
                 time_to_maturity: year_fraction,
                 transection_price: 0.0,