Struct PyDayCountFraction 

pub(crate) struct PyDayCountFraction {
    inner: DayCountFraction,
}

A day-count convention, named once and measured with repeatedly.

A free year_fraction would collide with the crate’s own shared ACT/365 measure, which is a different function of the same name — from Python nothing would say which one a caller had reached. Naming the convention first says it.

Fields

inner: DayCountFraction

Implementations

impl PyDayCountFraction

fn member(self) -> &'static str

The member’s Python spelling: the Rust variant’s name.

impl PyDayCountFraction

fn new(code: &str) -> PyResult<Self>

fn __repr__(&self) -> String

fn __str__(&self) -> &'static str

fn code(&self) -> &'static str

The convention’s canonical code.

fn act_360() -> Self

fn act_365_fixed() -> Self

fn nl_365() -> Self

fn thirty_360() -> Self

fn thirty_360_us() -> Self

fn thirty_e_360() -> Self

fn thirty_e_360_isda() -> Self

fn act_act_isda() -> Self

fn act_act_icma() -> Self

fn act_act_afb() -> Self

fn bus_252() -> Self

fn one() -> Self

fn year_fraction(&self, start: NaiveDate, end: NaiveDate) -> f64

The year fraction between two dates, context-free.

A convention that wants period context or a business calendar — ACT/ACT.ICMA, 30E/360.ISDA, 30U/360, BUS/252 — is answered under its context-free reading here: ACT/ACT.ICMA measures the two dates as their own reference period, and 30U/360 applies no end-of-month February rule. The two methods below give each what it wants.

fn year_fraction_with_context( &self, start: NaiveDate, end: NaiveDate, period_end: NaiveDate, frequency: Named<Frequency>, schedule_end: NaiveDate, end_of_month: bool, reference_days: Option<u16>, ) -> f64

The year fraction with the schedule context the period-aware conventions read: the containing period’s end, the coupon frequency, the schedule’s maturity, and whether it rolls on month end.

reference_days states an explicit ICMA reference-period length for the markets whose coupons chain in exact day steps (91/182/364); omitting it recovers the reference period by stepping back one frequency tenor, which is what a calendar-month market wants.

fn year_fraction_with_calendar( &self, start: NaiveDate, end: NaiveDate, calendar: &PyCalendar, ) -> f64

The year fraction measured against a business calendar — what BUS/252 divides its business-day count by. Conventions that ignore the calendar return what they would have returned without one.

Trait Implementations

impl Clone for PyDayCountFraction

fn clone(&self) -> PyDayCountFraction

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for PyDayCountFraction

impl DerefToPyAny for PyDayCountFraction

impl Eq for PyDayCountFraction

impl From<DayCountFraction> for PyDayCountFraction

fn from(inner: DayCountFraction) -> Self

Converts to this type from the input type.

impl Hash for PyDayCountFraction

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoPy<Py<PyAny>> for PyDayCountFraction

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for PyDayCountFraction

fn eq(&self, other: &PyDayCountFraction) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for PyDayCountFraction

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyDayCountFraction

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PyDayCountFraction>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::ImmutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<PyDayCountFraction> for PyClassImplCollector<PyDayCountFraction>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyDayCountFraction

type Holder = Option<PyRef<'py, PyDayCountFraction>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<PyDayCountFraction> for PyClassImplCollector<PyDayCountFraction>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyDayCountFraction

const NAME: &'static str = "DayCountFraction"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl StructuralPartialEq for PyDayCountFraction