Struct StreamLeg 

pub(crate) struct StreamLeg {

    pub(crate) leg: Leg,
    pub(crate) we_pay: bool,
    pub(crate) currency: Currency,
    notional: f64,
    pub(crate) index: Option<String>,
    pub(crate) bounds: Vec<Bound>,
    spread: f64,
    fixed: bool,
    exchanges: Option<Exchanges>,
    fx_linked: bool,
    nds: Option<Nds>,
    pub(crate) inflation: Option<InflationTerms>,
    pub(crate) payments: Vec<(NaiveDate, NaiveDate, NaiveDate)>,
    pub(crate) per_payment: usize,
}

A stream read into a leg, with what the swap assembly needs beside it.

Fields

leg: Leg

we_pay: bool

currency: Currency

notional: f64

index: Option<String>

bounds: Vec<Bound>

The stream’s cap and floor strike schedules, which only a capFloorStream may state.

spread: f64

fixed: bool

exchanges: Option<Exchanges>

fx_linked: bool

nds: Option<Nds>

The stream’s non-deliverable settlement, where it states one.

inflation: Option<InflationTerms>

The stream’s inflation terms, where it is an inflation stream.

payments: Vec<(NaiveDate, NaiveDate, NaiveDate)>

Each payment’s accrual start, accrual end and payment date.

per_payment: usize

How many calculation periods each payment groups.

Implementations

impl StreamLeg

pub(crate) fn notional(&self) -> f64

The stream’s initial notional.