Struct DigitalStrike 

pub struct DigitalStrike {
    pub strike: f64,
    pub payoff: Option<f64>,
    pub long: bool,
}

One side of a digital: its strike on the coupon’s rate, what it pays, and which side of it the holder is on.

Fields

strike: f64

The strike on the rate gearing · index + spread.

payoff: Option<f64>

A cash-or-nothing digital’s fixed rate, or None for asset-or-nothing, which pays the coupon’s rate itself.

long: bool

Long (bought) or short (sold).

Trait Implementations

impl Clone for DigitalStrike

fn clone(&self) -> DigitalStrike

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for DigitalStrike

impl Debug for DigitalStrike

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

Formats the value using the given formatter.

impl PartialEq for DigitalStrike

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