Struct PyProductBuilder 

pub struct PyProductBuilder {
    inner: ProductBuilder,
    code: String,
}

A swap draft: a template’s swap with every term defaulted — effective at the template’s spot from the trade date, ten years long, 10,000,000, receiving fixed — and no fixed rate until one is stated or struck at par.

Frozen: every with_* returns a new draft. Not an instrument: a draft has no rate, and build says so rather than pricing a swap at 0%.

Fields

inner: ProductBuilder

code: String

Implementations

impl PyProductBuilder

fn refined(&self, inner: ProductBuilder) -> Self

fn end_of(end: PyTermination) -> PyResult<Termination>

impl PyProductBuilder

fn with_notional(&self, notional: f64) -> Self

This draft on notional.

fn with_fixed_rate(&self, fixed_rate: f64) -> Self

This draft at fixed_rate.

fn with_side(&self, side: &str) -> PyResult<Self>

This draft on side: "payer" pays fixed, "receiver" receives it.

fn with_discount_key(&self, key: &str) -> Self

This draft discounting on the raw key key — "USD-CSA-EUR", or a named curve such as "CSA-ACME-2026" — overriding the family’s default. The escape hatch: with_csa states a CSA, this a key. The last stated wins between this, with_csa and with_counterparty.

fn with_csa(&self, csa: &str) -> PyResult<Self>

This draft under the CSA csa: a collateral currency ("EUR") or the CSA’s overnight index ("EUR-ESTR"), which names its currency. with_csa("EUR") on a USD draft discounts on USD-CSA-EUR, with_csa("USD") on the USD curve. The last stated wins.

fn with_counterparty(&self, counterparty: &PyCounterparty) -> Self

This draft facing counterparty: collateralised under its CSA, so a USD draft facing a EUR-CSA counterparty discounts on USD-CSA-EUR. The collateral is the last stated between this and with_csa.

fn with_termination(&self, end: PyTermination) -> PyResult<Self>

This draft ending at end: a date, or a forward tenor such as "5Y" or "2Y2Y" read from the trade date and the template’s spot, as vanilla_swap reads one. with_maturity is the same verb.

fn with_maturity(&self, end: PyTermination) -> PyResult<Self>

with_termination under the desk’s word: one verb, two spellings.

fn build(&self) -> PyResult<PyInstrument>

The instrument, at the rate stated. A draft with no rate raises ValueError naming with_fixed_rate and at_par.

fn at_par(&self, py: Python<'_>, market: &PyMarket) -> PyResult<PyInstrument>

The instrument struck at the par rate market implies on the draft’s own dates: worth zero on market to the par solve’s precision, and carrying that rate as a number like any confirmed trade.

fn __repr__(&self) -> String

Trait Implementations

impl Clone for PyProductBuilder

fn clone(&self) -> PyProductBuilder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyProductBuilder

impl IntoPy<Py<PyAny>> for PyProductBuilder

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

Performs the conversion.

impl PyClass for PyProductBuilder

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyProductBuilder

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<PyProductBuilder>

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 PyProductBuilder

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

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

impl PyMethods<PyProductBuilder> for PyClassImplCollector<PyProductBuilder>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyProductBuilder

const NAME: &'static str = "ProductBuilder"

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.