Struct PyCreditLinkedSwapDiagnostics 

pub struct PyCreditLinkedSwapDiagnostics {
    inner: CreditLinkedSwapDiagnostics,
}

What a credit default swap resolved to when it was priced: each part of its value, signed as it enters that value, and the risky annuity behind its quote.

The parts sum to npv(). The premium leg here is the survival-weighted one: reading legs()[0] off the instrument and valuing it gives the contract’s coupon schedule discounted without weighting each coupon by the probability of surviving to collect it, which values a bond and not a swap. Each part of a credit-linked swap’s value, in the trade currency, signed as it enters that value, in five parts. The parts sum to npv().

Fields

inner: CreditLinkedSwapDiagnostics

Implementations

impl PyCreditLinkedSwapDiagnostics

fn __repr__(&self) -> String

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

The independent legs: discounted, whatever happens.

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

The contingent legs’ scheduled payments, survival-weighted.

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

The contingent legs’ accrual settled on default.

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

The default legs: paid on default, scaled by the loss.

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

The recovery legs: paid on default, scaled by the recovery.

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

The swap’s value: the parts added up.

Trait Implementations

impl Clone for PyCreditLinkedSwapDiagnostics

fn clone(&self) -> PyCreditLinkedSwapDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyCreditLinkedSwapDiagnostics

impl IntoPy<Py<PyAny>> for PyCreditLinkedSwapDiagnostics

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

Performs the conversion.

impl PyClass for PyCreditLinkedSwapDiagnostics

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCreditLinkedSwapDiagnostics

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<PyCreditLinkedSwapDiagnostics>

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 PyCreditLinkedSwapDiagnostics

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

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

impl PyMethods<PyCreditLinkedSwapDiagnostics> for PyClassImplCollector<PyCreditLinkedSwapDiagnostics>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCreditLinkedSwapDiagnostics

const NAME: &'static str = "CreditLinkedSwapDiagnostics"

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.