Enum CallPrice 

pub enum CallPrice {
    Clean(f64),
    Dirty(f64),
    MakeWhole {
        spread_bp: f64,
    },
}

The redemption price of one call entry. Passive contract data, like every other term a trade holds.

Variants

Clean(f64)

A fixed clean price per 100 of the face alive on the call date: the holder also receives accrued. On an amortiser (a sinking fund) the call retires the outstanding face at this price; restate a price quoted per 100 of the original face with per_current_face first.

Dirty(f64)

A fixed dirty price per 100 of the face alive on the call date: accrued is inside the number.

MakeWhole

A make-whole redemption: benchmark plus a spread, in basis points.

Data only in this version — bookable, serialized and reported, but non-exercisable on the lattice: the pricer treats a make-whole date as non-callable rather than guessing a curve-dependent redemption.

Fields

spread_bp: f64

The spread over the benchmark, in basis points.

Implementations

impl CallPrice

pub fn is_make_whole(&self) -> bool

Whether this entry is the make-whole variant.

Trait Implementations

impl Clone for CallPrice

fn clone(&self) -> CallPrice

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CallPrice

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

Formats the value using the given formatter.

impl PartialEq for CallPrice

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