Struct BondFutureAnalysis 

pub struct BondFutureAnalysis {
    pub rows: Vec<DeliverableAnalysis>,
    pub ctd: String,
    pub ctd_index: usize,
    pub theoretical_price: f64,
}

The basket analysis: one row per deliverable, the cheapest to deliver, and the theoretical futures price off its forward.

Fields

rows: Vec<DeliverableAnalysis>

One row per deliverable, in basket order.

ctd: String

The cheapest-to-deliver row’s key: the minimum net basis. A label for display; ctd_index is the typed twin a cross-language check compares.

ctd_index: usize

The cheapest-to-deliver row’s position in rows — the same row ctd names, typed, so a check needs no string comparison.

theoretical_price: f64

forward_clean(CTD) / CF(CTD).

Trait Implementations

impl Clone for BondFutureAnalysis

fn clone(&self) -> BondFutureAnalysis

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BondFutureAnalysis

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

Formats the value using the given formatter.

impl PartialEq for BondFutureAnalysis

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