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PricingRiskFactors

Trait PricingRiskFactors 

pub trait PricingRiskFactors {
    // Required method
    fn risk_factors(&self) -> Result<RiskFactors<'_>, PricingError>;
}
Expand description

What a product declares. Not parameterized by the mode, and never will be — a declaration that changed with the pricing mode would not be a declaration.

Required Methods§

fn risk_factors(&self) -> Result<RiskFactors<'_>, PricingError>

The market data this product is priced against.

§Errors

PricingError::UnsupportedForProduct where the product’s market data exceeds the single-curve shape RiskFactors can express.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§

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impl PricingRiskFactors for AnyInstrument

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impl PricingRiskFactors for AssetSwap

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impl PricingRiskFactors for BermudanSwaption

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impl PricingRiskFactors for BondForward

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impl PricingRiskFactors for BondFutureOption

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impl PricingRiskFactors for BondFuturePosition

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impl PricingRiskFactors for BondOption

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impl PricingRiskFactors for BondTotalReturnSwap

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impl PricingRiskFactors for CallableBond

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impl PricingRiskFactors for CallableLoan

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impl PricingRiskFactors for CallableSwap

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impl PricingRiskFactors for CdoTranche

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impl PricingRiskFactors for CmsSwap

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impl PricingRiskFactors for CreditDefaultSwap

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impl PricingRiskFactors for CreditDefaultSwapOption

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impl PricingRiskFactors for CreditLinkedNote

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impl PricingRiskFactors for CreditLinkedSwap

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impl PricingRiskFactors for CrossCurrencyAssetSwap

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impl PricingRiskFactors for CrossCurrencySwap

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impl PricingRiskFactors for CurvePin

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impl PricingRiskFactors for EquityOption

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impl PricingRiskFactors for EquityTotalReturnSwap

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impl PricingRiskFactors for EuropeanSwaption

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impl PricingRiskFactors for Fee

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impl PricingRiskFactors for FloatingRateNote

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impl PricingRiskFactors for ForwardRateAgreement

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impl PricingRiskFactors for FxForward

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impl PricingRiskFactors for FxOption

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impl PricingRiskFactors for FxSwap

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impl PricingRiskFactors for IndexCreditDefaultSwap

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impl PricingRiskFactors for InflationLinkedBond

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impl PricingRiskFactors for InterestRateCapFloor

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impl PricingRiskFactors for Loan

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impl PricingRiskFactors for MoneyMarketDeposit

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impl PricingRiskFactors for NthToDefaultSwap

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impl PricingRiskFactors for OpenRepo

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impl PricingRiskFactors for OvernightIndexedSwap

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impl PricingRiskFactors for PaymentInKindBond

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impl PricingRiskFactors for RateFuture

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impl PricingRiskFactors for RepackNote

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impl PricingRiskFactors for Repo

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impl PricingRiskFactors for SecuritiesLoan

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impl PricingRiskFactors for Straddle

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impl PricingRiskFactors for StructuredNote

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impl PricingRiskFactors for TenorBasisSwap

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impl PricingRiskFactors for Trade

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impl PricingRiskFactors for TriPartyRepo

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impl PricingRiskFactors for VanillaSwap

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impl PricingRiskFactors for YoyInflationCapFloor

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impl PricingRiskFactors for YoyInflationSwap

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impl PricingRiskFactors for ZeroCouponBond

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impl PricingRiskFactors for ZeroCouponInflationCapFloor

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impl PricingRiskFactors for ZeroCouponInflationSwap

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impl PricingRiskFactors for ZeroCouponSwap