Struct Underlying 

pub struct Underlying<'a> {
    pub symbol: &'a str,
    pub dates: &'a [NaiveDate],
    pub close: &'a [f64],
    pub iv_index: &'a [f64],
    pub real_iv: bool,
    pub sd: &'a [Option<Sd2Reading>],
    pub costs: Costs,
}

One underlying’s inputs to the simulator.

Fields

symbol: &'a str

dates: &'a [NaiveDate]

close: &'a [f64]

Real closes (what trades settle on).

iv_index: &'a [f64]

Implied vol index level per bar (annualized fraction, e.g. 0.18).

real_iv: bool

True if iv_index is a real Cboe index rather than the proxy.

sd: &'a [Option<Sd2Reading>]

SD readings as SD saw them (possibly from noisy data).

costs: Costs