Struct PyBondOptionDiagnostics 

pub struct PyBondOptionDiagnostics {
    inner: BondOptionDiagnostics,
}

What a bond option resolved to when it was priced: the forward dirty price, its yield and duration, the yield vol and the price vol it became, the accrued and the dirty strike, the expiry.

Fields

inner: BondOptionDiagnostics

Implementations

impl PyBondOptionDiagnostics

fn __repr__(&self) -> String

pub(crate) fn forward_dirty(&self) -> f64

Forward dirty price per 100 at exercise settlement.

pub(crate) fn forward_yield(&self) -> f64

Forward yield on the dirty forward, compounded at the coupon frequency.

pub(crate) fn forward_duration(&self) -> f64

Forward modified duration at the forward yield, in years.

pub(crate) fn yield_vol(&self) -> f64

The yield vol read at (expiry, forward_duration).

pub(crate) fn price_vol(&self) -> f64

The price vol after the duration conversion: absolute per 100 under Normal, relative under Lognormal.

pub(crate) fn accrued_at_exercise(&self) -> f64

Accrued per 100 at exercise settlement.

pub(crate) fn dirty_strike(&self) -> f64

The dirty cash strike per 100.

pub(crate) fn expiry_years(&self) -> f64

Expiry in years, Act/365F from valuation.

Trait Implementations

impl Clone for PyBondOptionDiagnostics

fn clone(&self) -> PyBondOptionDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyBondOptionDiagnostics

impl IntoPy<Py<PyAny>> for PyBondOptionDiagnostics

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

Performs the conversion.

impl PyClass for PyBondOptionDiagnostics

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyBondOptionDiagnostics

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<PyBondOptionDiagnostics>

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<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyBondOptionDiagnostics

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

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

impl PyMethods<PyBondOptionDiagnostics> for PyClassImplCollector<PyBondOptionDiagnostics>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyBondOptionDiagnostics

const NAME: &'static str = "BondOptionDiagnostics"

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.