Struct PyDeliverableAnalysis 

pub struct PyDeliverableAnalysis {
    inner: DeliverableAnalysis,
}

One deliverable’s analytics at a quoted futures price.

Fields

inner: DeliverableAnalysis

Implementations

impl PyDeliverableAnalysis

fn __repr__(&self) -> String

pub(crate) fn key(&self) -> &str

The row’s name — the key its basket entry carried.

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

Its exchange-published conversion factor.

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

Spot clean price per 100, settling on the valuation date.

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

Forward clean price per 100 at delivery, on the carry curve.

pub(crate) fn carry_tier(&self) -> Option<&'static str>

Which cascade rung supplied the carry curve — "security", "group", "currency" — or None for the discount-curve fallback.

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

spot_clean − F·CF.

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

forward_clean − F·CF.

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

Coupons per 100 the deliverable pays after the valuation date and on or before delivery.

pub(crate) fn repo_day_count(&self) -> PyDayCountFraction

The day count implied_repo is quoted on.

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

The simple financing rate the invoice implies, each interim coupon reinvested to delivery at the same rate: (I + Σcᵢ − P) / (P·τ − Σcᵢ·τᵢ), on repo_day_count.

Trait Implementations

impl Clone for PyDeliverableAnalysis

fn clone(&self) -> PyDeliverableAnalysis

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyDeliverableAnalysis

impl IntoPy<Py<PyAny>> for PyDeliverableAnalysis

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

Performs the conversion.

impl PyClass for PyDeliverableAnalysis

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyDeliverableAnalysis

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<PyDeliverableAnalysis>

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 PyDeliverableAnalysis

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

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

impl PyMethods<PyDeliverableAnalysis> for PyClassImplCollector<PyDeliverableAnalysis>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyDeliverableAnalysis

const NAME: &'static str = "DeliverableAnalysis"

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.