Enum FitWeights 

pub enum FitWeights {
    InverseDuration,
    Equal,
}

How price residuals are weighted.

Variants

InverseDuration

Each bond’s price residual divided by its modified duration.

The default, and a modelling choice rather than a numerical one: a penny of price error on a thirty-year bond and a penny on a two-year are not the same miss, and dividing by duration puts them on a yield-like footing — which is what a desk means by “it fits well”. Changing this changes the answer.

Equal

Every bond’s price residual weighted alike — the raw price fit.

Implementations

impl FitWeights

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

Trait Implementations

impl Clone for FitWeights

fn clone(&self) -> FitWeights

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FitWeights

impl Debug for FitWeights

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

Formats the value using the given formatter.

impl Default for FitWeights

fn default() -> FitWeights

Returns the “default value” for a type.

impl Eq for FitWeights

impl FromStr for FitWeights

type Err = VocabularyParseError

The associated error which can be returned from parsing.

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

Parses a string s to return a value of this type.

impl PartialEq for FitWeights

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