Struct CreditEvent 

pub struct CreditEvent {
    pub entity: String,
    pub weight: f64,
    pub auction_recovery: f64,
    pub event_date: NaiveDate,
}

A credit event on one constituent of an index: the defaulted entity, its weight in the index (a share of the original notional, 1/125 for CDX IG), the recovery the ISDA auction fixed, and the event date.

Fields

entity: String

The defaulted reference entity.

weight: f64

Its weight, a share of the original index notional.

auction_recovery: f64

The auction’s final price, as a recovery rate.

event_date: NaiveDate

The event date.

Trait Implementations

impl Clone for CreditEvent

fn clone(&self) -> CreditEvent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CreditEvent

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

Formats the value using the given formatter.

impl PartialEq for CreditEvent

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