Enum MonthObservation 

pub enum MonthObservation {
    Flat,
    DailyInterpolated,
}

How a market reads the index inside the lagged month.

The pricing path does not use this — see InflationLinkedBond::lagged, which is the observation a linker’s flows are scaled by. This is the observation its quote is expressed in, and the two may legitimately disagree.

Variants

Flat

Flat within the month: Ref(d) = I(m − lag). The UK eight-month-lag generation, whose reference index is a single published figure per dividend rather than a daily series.

DailyInterpolated

Daily-interpolated between the lagged month and the next: Ref(d) = I(m − lag) + (day − 1)/D · (I(m − lag + 1) − I(m − lag)), with D the days in d’s own month. The TIPS rule, followed by the RRB and the UK three-month generation.

Implementations

impl MonthObservation

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

Trait Implementations

impl Clone for MonthObservation

fn clone(&self) -> MonthObservation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for MonthObservation

impl Debug for MonthObservation

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

Formats the value using the given formatter.

impl Eq for MonthObservation

impl FromStr for MonthObservation

type Err = VocabularyParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for MonthObservation

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for MonthObservation

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