Enum BondStrike 

#[non_exhaustive]
pub enum BondStrike {
    Clean(f64),
    Dirty(f64),
    Yield(f64),
}

The option’s strike, in the market’s quoting alternatives. Price strikes are per 100 face.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Clean(f64)

A clean price per 100 of the face alive at exercise settlement — the dirty strike is K + accrued(settlement) on that face.

Dirty(f64)

A dirty price per 100 of the face alive at exercise settlement.

Yield(f64)

A yield — the dirty price it implies on the bond’s remaining flows at exercise settlement, compounded at the coupon frequency.

Implementations

impl BondStrike

pub fn value(self) -> f64

The quoted number, whatever its basis.

Trait Implementations

impl Clone for BondStrike

fn clone(&self) -> BondStrike

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BondStrike

impl Debug for BondStrike

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

Formats the value using the given formatter.

impl PartialEq for BondStrike

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