Struct CapQuote 

pub struct CapQuote {
    pub termination: NaiveDate,
    pub vol: f64,
}

A term cap quote: the cap from the strip’s effective date to termination, quoted as one flat volatility.

Fields

termination: NaiveDate

The cap’s termination date.

vol: f64

The flat vol the whole cap is quoted at, in the convention’s units.

Trait Implementations

impl Clone for CapQuote

fn clone(&self) -> CapQuote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CapQuote

impl Debug for CapQuote

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

Formats the value using the given formatter.

impl PartialEq for CapQuote

fn eq(&self, other: &CapQuote) -> 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 CapQuote