Struct PyCdsDiagnostics 

pub struct PyCdsDiagnostics {
    inner: CdsDiagnostics,
}

Each part of a credit default swap’s value, signed as it enters that value, and the risky annuity behind its quote.

Fields

inner: CdsDiagnostics

Implementations

impl PyCdsDiagnostics

fn __repr__(&self) -> String

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

The survival-weighted premium leg.

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

The premium accrued to the default date.

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

The accrual the first coupon charges for but protection did not cover, returned at settlement.

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

The upfront, as money rather than a decimal of the notional.

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

The protection leg: the default-time integral over the contract’s grid.

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

The risky annuity at unit coupon, which the quote divides by. Unsigned: a per-unit-coupon cost rather than a value.

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

The contract’s value: the parts, already signed, added up.

Trait Implementations

impl Clone for PyCdsDiagnostics

fn clone(&self) -> PyCdsDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyCdsDiagnostics

impl IntoPy<Py<PyAny>> for PyCdsDiagnostics

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

Performs the conversion.

impl PyClass for PyCdsDiagnostics

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCdsDiagnostics

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<PyCdsDiagnostics>

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 PyCdsDiagnostics

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

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

impl PyMethods<PyCdsDiagnostics> for PyClassImplCollector<PyCdsDiagnostics>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCdsDiagnostics

const NAME: &'static str = "CdsDiagnostics"

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.