Struct PyTrancheSettlement 

pub struct PyTrancheSettlement {
    inner: TrancheSettlement,
}

What a credit event settles on a tranche position, and where it leaves the tranche: the loss it absorbs and the premium accrued on the notional removed, signed to the holder; the recovered amount written off its top; its attachment and detachment on the surviving pool.

Fields

inner: TrancheSettlement

Implementations

impl PyTrancheSettlement

fn __repr__(&self) -> String

fn entity(&self) -> String

The defaulted entity.

fn event_date(&self) -> NaiveDate

The event date.

fn protection(&self) -> f64

The loss the tranche absorbs, signed to the holder.

fn write_down(&self) -> f64

The recovered amount written off the tranche’s notional from the top.

fn accrued(&self) -> f64

The premium accrued on the notional removed, signed to the holder.

fn attach(&self) -> f64

The attachment after the event, on the surviving pool.

fn detach(&self) -> f64

The detachment after the event, on the surviving pool.

Trait Implementations

impl DerefToPyAny for PyTrancheSettlement

impl IntoPy<Py<PyAny>> for PyTrancheSettlement

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

Performs the conversion.

impl PyClass for PyTrancheSettlement

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyTrancheSettlement

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<PyTrancheSettlement>

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 PyTrancheSettlement

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

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

impl PyMethods<PyTrancheSettlement> for PyClassImplCollector<PyTrancheSettlement>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyTrancheSettlement

const NAME: &'static str = "TrancheSettlement"

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.