Enum RefitForm 

pub enum RefitForm {
    SelfDiscounting,
    ProjectionOver(Curve),
    ProjectionUnder {
        discount: Box<Curve>,
        foreign: Box<Curve>,
    },
    CollateralUnder {
        pay_discount: Box<Curve>,
        pay_projection: Box<Curve>,
        recv_projection: Option<Box<Curve>>,
    },
}

The form a rate ladder was solved in, with the curves it held fixed — the owned twin of the solve’s own form, so a refit can name it again.

Variants

SelfDiscounting

calibrate: the curve discounts and projects every rung.

ProjectionOver(Curve)

calibrate_with: the curve projects over this held discount.

ProjectionUnder

calibrate_projection_under: the curve projects over these held discounts.

Fields

discount: Box<Curve>

The settlement-currency discount.

foreign: Box<Curve>

The local currency’s discount under the settlement collateral.

CollateralUnder

calibrate_cross_currency: the curve is the receive leg’s collateral discount under these held curves.

Fields

pay_discount: Box<Curve>

The pay leg’s discount.

pay_projection: Box<Curve>

The pay leg’s projection.

recv_projection: Option<Box<Curve>>

The receive leg’s projection; None for a fixed receive leg.

Trait Implementations

impl Clone for RefitForm

fn clone(&self) -> RefitForm

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RefitForm

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for RefitForm

fn eq(&self, other: &RefitForm) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for RefitForm