Struct CreditLinkedSwapDiagnostics 

pub struct CreditLinkedSwapDiagnostics {
    pub independent: f64,
    pub contingent: f64,
    pub contingent_accrual: f64,
    pub default_payments: f64,
    pub recovery_payments: f64,
    pub npv: f64,
}

What a credit-linked swap’s value is made of, in the trade currency — five parts, signed as they enter the value.

Fields

independent: f64

The independent legs: discounted, whatever happens.

contingent: f64

The contingent legs’ scheduled payments, survival-weighted.

contingent_accrual: f64

The contingent legs’ accrual settled on default.

default_payments: f64

The default legs: paid on default, scaled by the loss.

recovery_payments: f64

The recovery legs: paid on default, scaled by the recovery.

npv: f64

The sum: the swap’s value.

Trait Implementations

impl Clone for CreditLinkedSwapDiagnostics

fn clone(&self) -> CreditLinkedSwapDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CreditLinkedSwapDiagnostics

impl Debug for CreditLinkedSwapDiagnostics

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

Formats the value using the given formatter.

impl PartialEq for CreditLinkedSwapDiagnostics

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