Struct BasketConstituent 

pub struct BasketConstituent {
    pub bond: FixedRateBond,
    pub weight: f64,
    pub initial_price: f64,
    pub repo_key: Option<String>,
    pub issuer: Option<CreditCurveId>,
}

One bond in a BondBasket: the bond, its weight as a face multiplier on the package notional, and the contractual starting clean price per 100 face the first reset is anchored on.

Fields

bond: FixedRateBond

The bond.

weight: f64

Face of this bond per unit of package notional. Weights need not sum to one — a basket may be levered or partial — but each is positive.

initial_price: f64

The starting clean price per 100 face.

repo_key: Option<String>

The repo curve this bond is carried on, where it is financed apart from the package; None carries it on the swap’s own repo curve.

issuer: Option<CreditCurveId>

The issuer whose credit this constituent’s return is contingent on: its return and flows pay only while the issuer survives, and a default settles the depreciation at the market recovery. None returns the bond as if it could not default.

Trait Implementations

impl Clone for BasketConstituent

fn clone(&self) -> BasketConstituent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BasketConstituent

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

Formats the value using the given formatter.

impl PartialEq for BasketConstituent

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