Enum CurveId 

#[non_exhaustive]
pub enum CurveId {
    Discount(CollateralSpec),
    Projection(String),
    Credit(CreditCurveId),
    Repo(String),
    SecuritySpread(String),
    Inflation(String),
}

Identifies a stored curve by the role it was pinned under.

The role is part of the identity, not metadata: one stored curve pinned as both a discount and a projection curve carries two risk axes, because a ladder that merged them could not tell a collateral move from a forward move.

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.

Discount(CollateralSpec)

A discount curve, keyed by the collateral it discounts.

Projection(String)

A projection curve, keyed by its floating index name.

Credit(CreditCurveId)

A survival curve, keyed by the credit identity — a reference entity in a currency, or an index by family, series and version.

Repo(String)

A repo/financing curve, keyed by bond or legal entity.

SecuritySpread(String)

A per-security spread curve, keyed by security identifier.

Inflation(String)

An inflation curve, keyed by price-index name.

Implementations

impl CurveId

fn as_ref(&self) -> CurveIdRef<'_>

fn matches(&self, key: CurveIdRef<'_>) -> bool

Trait Implementations

impl Clone for CurveId

fn clone(&self) -> CurveId

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CurveId

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

Formats the value using the given formatter.

impl Display for CurveId

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

Formats the value using the given formatter.

impl Eq for CurveId

impl FromStr for CurveId

The inverse of Display, so a curve a risk row names can be named back — what a scenario leg selecting one curve is written with.

type Err = CurveIdParseError

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 CurveId

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 CurveId

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

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

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