Enum Label 

#[non_exhaustive]
pub enum Label {
    Whole,
    Curve(CurveId),
    Bucket(&'static str),
    UpTo {
        tenor: Tenor,
        beyond: bool,
    },
    Uncurved,
    Input(MarketInputId),
    Point {
        curve: Option<CurveId>,
        date: Option<NaiveDate>,
        tenor: Option<Tenor>,
        label: Option<String>,
    },
}

What distinguishes one row of a reading from another.

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.

Whole

The reading is one number: Aggregation::Total.

Curve(CurveId)

A curve, for Aggregation::ByCurve.

Bucket(&'static str)

A tenor bucket, for Aggregation::Bucketed.

UpTo

A bucket on the caller’s edges, for RiskFrame::read_buckets: the tenor it runs to, or past the last edge, from it on (10Y+).

Fields

tenor: Tenor

The edge.

beyond: bool

Whether this is the open-ended bucket past it.

Uncurved

Inputs belonging to no curve, for Aggregation::ByCurve on an axis that carries them — an FX spot, a vol node. Grouping them under a made-up curve would name a curve that does not exist.

Input(MarketInputId)

One contribution belonging to no curve or carrying no date, for Aggregation::Ladder: a vol node, a recovery, a correlation point, an FX spot, a parametric curve’s level. Labelled by the input itself, because a Point label of a curve alone, or of nothing, would leave every such row of the ladder reading the same.

Point

One contribution, for Aggregation::Ladder: a curve pillar at the zero basis, a calibrating instrument at the par basis.

Fields

curve: Option<CurveId>

The curve — a display label taken from the key the contribution was reached under, never a column’s identity. Absent for an input belonging to no curve.

date: Option<NaiveDate>

The pillar’s date, or the rung’s maturity. Absent for an undated input.

tenor: Option<Tenor>

The tenor the rung was quoted at, where the ladder carried one — the 5Y a quote sheet says, beside the date it rolled to.

label: Option<String>

The rung’s label where it was quoted at no tenor — a futures contract, a meeting window — read where a tenor would be.

Implementations

impl Label

pub fn curve(&self) -> Option<&CurveId>

The curve this row was reached under, where it was reached under one: a by-curve row’s curve, a point’s curve, an input’s curve. A total, a bucket and an uncurved group carry none.

pub fn date(&self) -> Option<NaiveDate>

The pillar date this row sits at — a point’s date, or a dated input’s.

Trait Implementations

impl Clone for Label

fn clone(&self) -> Label

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Label

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

Formats the value using the given formatter.

impl Display for Label

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

Formats the value using the given formatter.

impl Eq for Label

impl Ord for Label

fn cmp(&self, other: &Label) -> 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 Label

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

fn partial_cmp(&self, other: &Label) -> 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 Label