Enum StubRule 

pub enum StubRule {
    OwnAccrual,
    IndexTenor,
    Interpolated {
        shorter: IborIndex,
        longer: IborIndex,
    },
}

How a term leg’s stubs read the index: over their own accrual period, or by ISDA 2006 §8.3 Linear Interpolation between two named Designated Maturities, as a confirmation elects it.

Variants

OwnAccrual

A stub projects over its own accrual period — the rule when nothing is elected.

IndexTenor

A stub reads the index’s full Designated Maturity from its start, as a regular period does — a multi-reset coupon’s reading of a short final sub-period until a rule was stated.

Interpolated

A stub pays the day-weighted blend of shorter and longer, the two registered term indices the confirmation names.

Fields

shorter: IborIndex

The Designated Maturity next shorter than the stub.

longer: IborIndex

The Designated Maturity next longer than the stub.

Trait Implementations

impl Clone for StubRule

fn clone(&self) -> StubRule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StubRule

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

Formats the value using the given formatter.

impl Default for StubRule

fn default() -> StubRule

Returns the “default value” for a type.

impl Display for StubRule

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

Formats the value using the given formatter.

impl FromStr for StubRule

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

The two rules a name states: "own_accrual" and "index_tenor". An interpolated stub names its two tenors, which a word cannot.

type Err = UnknownStubRule

The associated error which can be returned from parsing.