Struct TriPartyAllocation 

pub struct TriPartyAllocation {
    pub bond: FixedRateBond,
    pub nominal: f64,
    pub haircut: f64,
}

One bond a tri-party agent allocates against the cash, with the haircut the collateral schedule applies to it.

Fields

bond: FixedRateBond

The bond allocated.

nominal: f64

Its face amount.

haircut: f64

The schedule’s haircut on it, in [0, 1): its value counts at 1 − haircut.

Trait Implementations

impl Clone for TriPartyAllocation

fn clone(&self) -> TriPartyAllocation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TriPartyAllocation

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

Formats the value using the given formatter.

impl PartialEq for TriPartyAllocation

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