Struct Capitalisation 

pub struct Capitalisation {
    pub date: NaiveDate,
    pub rate: f64,
    pub year_fraction: f64,
    pub face_before: f64,
    pub face_after: f64,
}

One capitalisation: the coupon rolled into the principal rather than paid, carrying the rate applied and the face it produced. Reported so the accretion is reconstructable from the events; never a cash flow.

Fields

date: NaiveDate

The capitalisation date — the date the coupon would otherwise have paid.

rate: f64

The annual rate applied.

year_fraction: f64

The accrual year fraction for the period ending on date.

face_before: f64

The accreted face entering the period.

face_after: f64

The accreted face leaving it — face_before · (1 + rate · year_fraction).

Implementations

impl Capitalisation

pub fn amount(&self) -> f64

The interest capitalised — face_after − face_before.

Trait Implementations

impl Clone for Capitalisation

fn clone(&self) -> Capitalisation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Capitalisation

impl Debug for Capitalisation

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

Formats the value using the given formatter.

impl PartialEq for Capitalisation

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