Struct IndexSettlement 

pub struct IndexSettlement {
    pub entity: String,
    pub event_date: NaiveDate,
    pub protection: f64,
    pub accrued: f64,
}

What a credit event settles on an index position, each amount signed to the holder: the protection on the defaulted weight, notional·w·(1 − R), received by a protection buyer; and the premium accrued on that weight over the running period to the event date, paid by the buyer.

Fields

entity: String

The defaulted entity.

event_date: NaiveDate

The event date.

protection: f64

The protection, signed to the holder.

accrued: f64

The accrued premium on the defaulted weight, signed to the holder.

Trait Implementations

impl Clone for IndexSettlement

fn clone(&self) -> IndexSettlement

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for IndexSettlement

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

Formats the value using the given formatter.

impl PartialEq for IndexSettlement

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