Struct NonDeliverable 

pub struct NonDeliverable {
    pub settlement: Currency,
    pub fx_index: FixingSource,
    pub conversions: Vec<Conversion>,
}

How a leg’s payments settle when they are not paid in the currency they accrue in: each converted into settlement — a non-deliverable leg, as an NDS’s two legs and an NDCCS’s reference leg are.

The conversions are contract terms, one per payment the leg makes (see Leg::payment_dates), stored when the leg is built rather than derived at pricing time — as an FxForward stores its fixing date.

Fields

settlement: Currency

The currency the converted payments are made in.

fx_index: FixingSource

The FX fixing: the pair’s canonical key with the settlement currency as base (FX-USDKRW), or the cross of the reference currency’s key and the settlement currency’s against USD.

conversions: Vec<Conversion>

One conversion per payment, in the order of Leg::payment_dates.

Trait Implementations

impl Clone for NonDeliverable

fn clone(&self) -> NonDeliverable

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for NonDeliverable

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

Formats the value using the given formatter.

impl PartialEq for NonDeliverable

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