Enum Scale 

#[non_exhaustive]
pub enum Scale {
    Unit,
    Bp,
    Percent,
    VolPoint,
    Custom(Factor),
}

The unit a reading is reported in: the per-unit-quote derivative, multiplied by a factor.

A risk pass produces ∂V/∂q per unit of the quote. A desk reads it per basis point, per vol point, per recovery point — which is the same number times a constant, and a constant the caller should name rather than apply. Linear, so a par ladder read at any scale still sums to its par total read at that scale.

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.

Unit

Per unit of the quote: the derivative as the pass produced it.

Bp

Per basis point: × 1e-4.

Percent

Per point of a quote read in percent — a recovery or a correlation point: × 1e-2.

VolPoint

Per vol point of a lognormal vol: × 1e-2.

Custom(Factor)

Per any other stated multiple of the quote.

Implementations

impl Scale

pub fn factor(self) -> f64

The multiplier a per-unit reading is taken by.

pub fn custom(value: f64) -> Option<Self>

A custom scale of value, or None where Factor::new refuses it.

fn parse_custom(s: &str) -> Option<Self>

x<factor>, the open tail of the vocabulary.

impl Scale

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

pub(crate) fn recognize(s: &str) -> Option<Self>

The value s spells, or None — the parse without its error, so probing a spelling that is not this vocabulary’s allocates nothing.

Trait Implementations

impl Clone for Scale

fn clone(&self) -> Scale

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Scale

impl Debug for Scale

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

Formats the value using the given formatter.

impl Default for Scale

fn default() -> Scale

Returns the “default value” for a type.

impl Display for Scale

The canonical spelling: a listed name, or x and the shortest decimal that parses back to the factor’s bits.

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

Formats the value using the given formatter.

impl Eq for Scale

impl FromStr for Scale

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 Scale

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 PartialEq for Scale

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