Enum Conversion 

pub enum Conversion {
    Fixing {
        fixing: NaiveDate,
        value: NaiveDate,
    },
    Agreed(f64),
}

How one payment of a non-deliverable leg converts into the settlement currency: at an FX fixing on a date, or at a rate agreed at trade.

Variants

Fixing

At the FX fixing printed on fixing — FpML’s fxFixingDate for this payment. Until it prints, at the parity forward for value, the fixing’s value date, which need not be the payment date (EMTA-ISDA MP8 fixes a cross-currency coupon before its period end and pays after).

Fields

fixing: NaiveDate

The date the rate is observed.

value: NaiveDate

The date the observed rate is for: the forward’s settlement.

Agreed(f64)

At a rate written into the trade, in reference units per one settlement unit (KRW per USD) whichever way the fixing series is keyed — the deal rate of an initial exchange. Known at trade, so it carries no FX risk and needs no fixing.

Implementations

impl Conversion

pub fn fixing_date(&self) -> Option<NaiveDate>

The fixing date, or None for an agreed rate.

Trait Implementations

impl Clone for Conversion

fn clone(&self) -> Conversion

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Conversion

impl Debug for Conversion

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

Formats the value using the given formatter.

impl PartialEq for Conversion

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