Struct CmsPeriod 

pub struct CmsPeriod {
    pub accrual_start: NaiveDate,
    pub accrual_end: NaiveDate,
    pub fixing: NaiveDate,
    pub year_fraction: f64,
}

One period of a CMS leg: accrual, the fixing in advance and the year fraction the rate accrues over.

Fields

accrual_start: NaiveDate

Accrual start.

accrual_end: NaiveDate

Accrual end, which is also the payment date.

fixing: NaiveDate

The fixing: the swap index’s fixing lag before the accrual start, as its floating index fixes.

year_fraction: f64

The accrual year fraction on the leg’s day count.

Trait Implementations

impl Clone for CmsPeriod

fn clone(&self) -> CmsPeriod

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CmsPeriod

impl Debug for CmsPeriod

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

Formats the value using the given formatter.

impl PartialEq for CmsPeriod

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