Struct ProvenanceEntry 

pub struct ProvenanceEntry {
    pub maturity: NaiveDate,
    pub quote: f64,
    pub tenor: Option<Period>,
    pub label: Option<String>,
}

One rung of the ladder that calibrated a curve, kept so the curve can say what it reprices.

It carries no curve role. A role is chosen when a curve is pinned — the same solved curve can enter a market as a discount curve, a projection curve or both — and this module cannot know which, so a ladder is identified by the CurveProvenance holding it and a CurveId is attached only when one is read back out of a market.

Fields

maturity: NaiveDate

The rung instrument’s maturity — the date the column is quoted at.

quote: f64

The quote the rung was calibrated to, in its own units.

tenor: Option<Period>

The tenor the rung was quoted at, where it carried one.

label: Option<String>

The rung’s label where it was quoted at no tenor — a futures contract, a step window.

Trait Implementations

impl Clone for ProvenanceEntry

fn clone(&self) -> ProvenanceEntry

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ProvenanceEntry

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

Formats the value using the given formatter.

impl PartialEq for ProvenanceEntry

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