Struct FixedRateCoupon 

pub struct FixedRateCoupon {
    pub accrual_start: NaiveDate,
    pub accrual_end: NaiveDate,
    pub payment_date: NaiveDate,
    pub notional: f64,
    pub fixed_rate: f64,
    pub day_count: DayCountFraction,
    pub accrual: f64,
    pub payment_ordinal: i32,
    pub currency: Currency,
}

A fixed-rate coupon: notional · rate · tau, paid on the payment date.

Fields

accrual_start: NaiveDate

Accrual start.

accrual_end: NaiveDate

Accrual end.

payment_date: NaiveDate

Payment date, which a payment lag may move past the accrual end.

notional: f64

The notional the coupon accrues on. Contract data.

fixed_rate: f64

The fixed rate, as a decimal. Contract data.

day_count: DayCountFraction

The accrual day count.

accrual: f64

The accrual year fraction under day_count, evaluated once at build. A schedule-derived passive term: a valuation reads it and never re-walks the convention.

payment_ordinal: i32

The payment date as a proleptic-Gregorian day number — the form a curve is queried in, computed once at build.

currency: Currency

The coupon’s currency.

Trait Implementations

impl Clone for FixedRateCoupon

fn clone(&self) -> FixedRateCoupon

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FixedRateCoupon

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

Formats the value using the given formatter.

impl PartialEq for FixedRateCoupon

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