Enum RatePayoff 

pub enum RatePayoff {
    Collar(Collar),
    Digital(Digital),
}

An option a floating coupon carries on its rate gearing · index + spread — the payoff axis of the coupon layer, over any IBOR observation.

Variants

Collar(Collar)

The rate capped and/or floored.

Digital(Digital)

The rate plus digital options struck on it.

Implementations

impl RatePayoff

pub fn check(&self) -> Result<(), PayoffError>

Whether this is a payoff at all: a collar with a bound and its floor not above its cap; a digital with a side and a positive gap; every number finite.

Errors

The PayoffError naming what is wrong.

pub fn settle<R: Scalar>(&self, rate: R) -> R

What a printed reset at rate pays: the rate clamped, or the rate and the digitals it has triggered.

Trait Implementations

impl Clone for RatePayoff

fn clone(&self) -> RatePayoff

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RatePayoff

impl Debug for RatePayoff

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

Formats the value using the given formatter.

impl PartialEq for RatePayoff

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