Enum AccrualOnDefault 

#[non_exhaustive]
pub enum AccrualOnDefault {
    Proportional,
    Halfway,
    None,
}

How premium accrued since the last coupon date is settled on default.

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.

Proportional

Premium accrued from the last coupon to the default time, integrated exactly as the ISDA CDS Standard Model does — per coupon, over every curve node inside it, with the half-day bias — the standard contract’s convention.

Halfway

Half a coupon period’s accrual on default — the midpoint approximation.

None

No accrual on default.

Implementations

impl AccrualOnDefault

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 AccrualOnDefault

fn clone(&self) -> AccrualOnDefault

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for AccrualOnDefault

impl Debug for AccrualOnDefault

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

Formats the value using the given formatter.

impl Default for AccrualOnDefault

fn default() -> AccrualOnDefault

Returns the “default value” for a type.

impl Eq for AccrualOnDefault

impl FromStr for AccrualOnDefault

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 PartialEq for AccrualOnDefault

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