Struct RepoMargin 

pub struct RepoMargin {
    pub exposure: f64,
    pub collateral_value: f64,
    pub required: f64,
    pub excess: f64,
    pub haircut: f64,
}

A repo’s margin position as of a valuation date — readings beside the value, never part of it.

Fields

exposure: f64

The cash plus the interest accrued to date.

collateral_value: f64

The collateral’s value on the margin basis: nominal times its clean or dirty price per 100.

required: f64

What the margin ratio requires against the exposure.

excess: f64

Collateral value less required: positive is excess, negative a call.

haircut: f64

1 − 1/margin_ratio.

Trait Implementations

impl Clone for RepoMargin

fn clone(&self) -> RepoMargin

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RepoMargin

impl Debug for RepoMargin

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

Formats the value using the given formatter.

impl PartialEq for RepoMargin

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