Enum Aggregation 

#[non_exhaustive]
pub enum Aggregation {
    Total,
    Bucketed,
    ByCurve,
    Ladder,
}

How a basis’s contributions are collapsed into reported rows.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Total

One row: the axis’s whole exposure.

Bucketed

One row per tenor bucket. Contributions carrying no date belong to no bucket, so the buckets sum to the total exactly when every contribution on the axis is dated — which the rate, credit and inflation axes are.

ByCurve

One row per curve, so a discount exposure is separable from a projection one.

Ladder

No collapsing: one row per contribution, labelled where it came from.

What that row is follows from the basis. At Basis::Zero it is a curve pillar; at Basis::Par it is a rung of the ladder that calibrated the curve — the instrument ladder a desk hedges from.

Implementations

impl Aggregation

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 Aggregation

fn clone(&self) -> Aggregation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Aggregation

impl Debug for Aggregation

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

Formats the value using the given formatter.

impl Default for Aggregation

fn default() -> Aggregation

Returns the “default value” for a type.

impl Display for Aggregation

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

Formats the value using the given formatter.

impl Eq for Aggregation

impl FromStr for Aggregation

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 Hash for Aggregation

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for Aggregation

fn cmp(&self, other: &Aggregation) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for Aggregation

fn eq(&self, other: &Aggregation) -> 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 PartialOrd for Aggregation

fn partial_cmp(&self, other: &Aggregation) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl StructuralPartialEq for Aggregation