Struct PyRung 

pub struct PyRung {
    pub(crate) inner: Rung,
}

One rung of a ladder with its quote kind declared: the shape a triple cannot say. A triple stays the par shorthand.

Fields

inner: Rung

Implementations

impl PyRung

pub(crate) fn __repr__(&self) -> String

pub(crate) fn par( pillar: NaiveDate, instrument: &PyInstrument, quote: f64, ) -> Self

A rung at par: the instrument is worth nothing, quote is its par rate.

pub(crate) fn spread( pillar: NaiveDate, instrument: &PyInstrument, quote: f64, ) -> Self

A rung quoted as a spread on its floating leg, worth nothing at it.

pub(crate) fn priced( pillar: NaiveDate, instrument: &PyInstrument, quote: f64, money_per_quote: f64, settlement: Option<NaiveDate>, ) -> Self

A rung at a price: the instrument is worth quote × money_per_quote, on settlement when the price is for a later date than the curve’s reference — a bond quoted T+1 — and today otherwise.

pub(crate) fn upfront( pillar: NaiveDate, cds: &PyInstrument, upfront: f64, ) -> PyResult<Self>

An upfront-quoted credit default swap: the contract without its upfront, priced at upfront per unit notional.

pub(crate) fn pillar(&self) -> NaiveDate

The pillar date.

pub(crate) fn instrument(&self) -> PyInstrument

The rung’s instrument, to be priced back on a solved curve.

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

The declared quote, in its own units.

pub(crate) fn kind(&self) -> &'static str

Which quantity the quote is: par, spread or priced.

pub(crate) fn tenor(&self) -> Option<String>

The tenor the rung was quoted at (5Y), where it was built from one — what labels its column of a par ladder beside the pillar date.

pub(crate) fn label(&self) -> String

How a ladder labels this rung’s column: its tenor (5Y), else the label it was built with — a futures contract (DEC26), a FRA’s months (3x6) — else its pillar date.

Trait Implementations

impl Clone for PyRung

fn clone(&self) -> PyRung

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyRung

impl IntoPy<Py<PyAny>> for PyRung

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

Performs the conversion.

impl PyClass for PyRung

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyRung

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<PyRung>

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 PyRung

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

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

impl PyMethods<PyRung> for PyClassImplCollector<PyRung>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyRung

const NAME: &'static str = "Rung"

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.