Struct CmsSpreadLeg 

pub struct CmsSpreadLeg {
    pub template: String,
    pub tenor: Period,
    pub projection: String,
    pub fixing_key: String,
    pub correlation: CmsSpreadCorrelation,
}

The swap index a CMS spread coupon subtracts, and the correlation that joins its rate to the first’s.

Fields

template: String

The fixed-versus-IBOR swap template the index is quoted on.

tenor: Period

The swap tenor.

projection: String

The projection key of the swap’s floating index.

fixing_key: String

The key the index’s prints are stored under.

correlation: CmsSpreadCorrelation

Where the correlation between the two rates comes from.

Trait Implementations

impl Clone for CmsSpreadLeg

fn clone(&self) -> CmsSpreadLeg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CmsSpreadLeg

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

Formats the value using the given formatter.

impl PartialEq for CmsSpreadLeg

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