Enum ResetCompounding 

pub enum ResetCompounding {
    Straight,
    Flat,
    SpreadExclusive,
    Averaged,
}

How a multi-reset coupon combines its resets into one payment — the ISDA 2006 compounding methods (§6.3, Supplement 16) and day-weighted averaging.

Variants

Straight

Compounds rate and spread: ∏(1 + (rᵢ + s)τᵢ) − 1.

Flat

The spread accrues on the notional’s interest and not on interest on interest: Cᵢ = (rᵢ + s)τᵢ + (Σⱼ<ᵢ Cⱼ)·rᵢτᵢ, summed.

SpreadExclusive

Compounds the rate alone and adds the spread as simple interest: ∏(1 + rᵢτᵢ) − 1 + s·τ.

Averaged

Averages the resets, day-weighted, and adds the spread: Σ rᵢτᵢ + s·τ.

Implementations

impl ResetCompounding

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

Trait Implementations

impl Clone for ResetCompounding

fn clone(&self) -> ResetCompounding

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ResetCompounding

impl Debug for ResetCompounding

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

Formats the value using the given formatter.

impl Eq for ResetCompounding

impl FromStr for ResetCompounding

type Err = VocabularyParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl PartialEq for ResetCompounding

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