Struct CrossCurrencyTerms 

pub struct CrossCurrencyTerms {
    pub float_currency: Currency,
    pub fx_rate: f64,
    pub float_discount: CollateralSpec,
    pub bond_discount: CollateralSpec,
}

What a cross-currency note’s swap adds to its package: the notes’ currency, the contract rate it was struck at (note units per collateral unit), and the keys each side discounts on.

Fields

float_currency: Currency

The notes’ and the floating leg’s currency.

fx_rate: f64

Note units per collateral unit.

float_discount: CollateralSpec

The notes’ currency’s own discount key.

bond_discount: CollateralSpec

The collateral’s currency under the notes’ currency’s CSA.

Trait Implementations

impl Clone for CrossCurrencyTerms

fn clone(&self) -> CrossCurrencyTerms

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CrossCurrencyTerms

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

Formats the value using the given formatter.

impl PartialEq for CrossCurrencyTerms

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