Enum LegRole 

#[non_exhaustive]
pub enum LegRole {
    Independent,
    Contingent,
    Default,
    Recovery,
}

How a leg of a credit-linked swap depends on the reference entity’s 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.

Independent

Paid whatever happens: each payment discounted on its curve.

Contingent

Paid only while the entity survives: each payment survival-weighted to its date, with accrual on default as the swap settles it.

Default

Paid on default, scaled by the loss 1 − R: the leg’s amounts stand for the notional protected, period by period.

Recovery

Paid on default, scaled by the recovery R: the leg’s amounts stand for the face recovered, period by period.

Implementations

impl LegRole

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 LegRole

fn clone(&self) -> LegRole

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for LegRole

impl Debug for LegRole

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

Formats the value using the given formatter.

impl Eq for LegRole

impl FromStr for LegRole

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 LegRole

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