Enum SwaptionEngine 

pub enum SwaptionEngine {
    Surface,
    HullWhite,
}

Which model a European swaption prices under.

Variants

Surface

annuity · Black-or-Bachelier off the currency’s swaption vol surface, the formula chosen by the surface’s quoting convention.

HullWhite

The Jamshidian decomposition under the currency’s Hull-White parameters.

Implementations

impl SwaptionEngine

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 SwaptionEngine

fn clone(&self) -> SwaptionEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SwaptionEngine

impl Debug for SwaptionEngine

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

Formats the value using the given formatter.

impl Default for SwaptionEngine

fn default() -> SwaptionEngine

Returns the “default value” for a type.

impl Eq for SwaptionEngine

impl FromStr for SwaptionEngine

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 SwaptionEngine

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