Struct RepoTerms 

pub struct RepoTerms {
    pub side: RepoSide,
    pub currency: Currency,
    pub start: NaiveDate,
    pub end: NaiveDate,
    pub rate: RepoRate,
    pub day_count: DayCountFraction,
    pub margin_ratio: f64,
    pub margin_basis: PriceBasis,
}

The terms both constructors share.

Fields

side: RepoSide

Which way the cash goes.

currency: Currency

The cash currency.

start: NaiveDate

The near date: cash and collateral change hands.

end: NaiveDate

The far date: they change back.

rate: RepoRate

The rate the cash accrues at.

day_count: DayCountFraction

The accrual day count.

margin_ratio: f64

Collateral value over cash: 1.02 is 102% margin, a 1.96% haircut.

margin_basis: PriceBasis

Whether the margin ratio applies to the clean or the dirty price.

Implementations

impl RepoTerms

pub fn from_template( template: &RepoTemplate, side: RepoSide, start: NaiveDate, end: NaiveDate, rate: RepoRate, margin_ratio: f64, ) -> Result<Self, RepoError>

The terms a repo drafted on template carries: its currency, its money-market basis and its margin basis, with the caller’s side, dates and rate — RepoTemplate::floating for one on the market’s overnight index.

Errors

RepoError::Malformed if the template’s currency is not a currency.

Trait Implementations

impl Clone for RepoTerms

fn clone(&self) -> RepoTerms

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RepoTerms

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

Formats the value using the given formatter.

impl PartialEq for RepoTerms

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