Enum RepackEngine 

pub enum RepackEngine {
    Independent,
    Correlated,
}

How the gap is priced.

Variants

Independent

Default timing independent of rates: a strip of Hull-White bond calls weighted by the issuer’s default probabilities.

Correlated

A Gaussian intensity correlated with the Hull-White factor, in closed form; equal to Independent at zero correlation.

Implementations

impl RepackEngine

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 RepackEngine

fn clone(&self) -> RepackEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RepackEngine

impl Debug for RepackEngine

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

Formats the value using the given formatter.

impl Default for RepackEngine

fn default() -> RepackEngine

Returns the “default value” for a type.

impl Eq for RepackEngine

impl FromStr for RepackEngine

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 RepackEngine

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