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InflationTerms

helixrs::fpml::swap

Struct InflationTerms 

pub(crate) struct InflationTerms {
    pub(crate) index: PriceIndex,
    pub(crate) lag_months: u32,
    pub(crate) interpolation: IndexInterpolation,
    pub(crate) base_level: Option<f64>,
}
Expand description

An inflationRateCalculation: the price index, its lag and how it is read inside the month.

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§index: PriceIndex§lag_months: u32§interpolation: IndexInterpolation§base_level: Option<f64>

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impl InflationTerms

fn read(el: El<'_, '_>, n: usize) -> Result<Self, FpmlError>

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