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Rate

helixrs::fpml::swap

Enum Rate

enum Rate {
    Fixed(Steps),
    Floating {
        index: IborIndex,
        spread: f64,
        gearing: f64,
        compounding: Option<ResetCompounding>,
        initial_stub: Option<(IborIndex, IborIndex)>,
    },
    Inflation(InflationTerms),
    Overnight {
        index: OvernightIndex,
        spread: f64,
        gearing: f64,
        accumulation: AccrualCompounding,
        conventions: ObservationConventions,
        calendar: Arc<dyn Calendar>,
    },
}

Variants§

Fixed(Steps)

Floating

Fields

§index: IborIndex

§spread: f64

§gearing: f64

§compounding: Option<ResetCompounding>

§initial_stub: Option<(IborIndex, IborIndex)>

The two tenors an interpolated initial stub blends.

Inflation(InflationTerms)

A price index’s growth: the stream of an inflation swap.

Overnight

An overnight rate accumulated over each payment period.

Fields

§index: OvernightIndex

§spread: f64

§gearing: f64

§accumulation: AccrualCompounding

§conventions: ObservationConventions

§calendar: Arc<dyn Calendar>

Auto Trait Implementations§

impl !RefUnwindSafe for Rate

impl !UnwindSafe for Rate

impl Freeze for Rate

impl Send for Rate

impl Sync for Rate

impl Unpin for Rate

impl UnsafeUnpin for Rate

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.