Struct Demand 

pub struct Demand {
    pub as_of: NaiveDate,
    pub reporting: Option<Currency>,
    pub keys: Vec<CollateralSpec>,
    pub strips: Vec<StripKey>,
    pub fixings: Vec<(String, NaiveDate)>,
    pub fx: Vec<CurrencyPair>,
    pub unresolved: Vec<Unresolved>,
    pub out_of_scope: Vec<String>,
}

Everything a book needs from outside, derived from what its trades declare and the market’s recipes. Sorted and de-duplicated, so two equal books on one market demand equal things.

Fields

as_of: NaiveDate

The date the market is as of.

reporting: Option<Currency>

The currency the book reports in, where it has one.

keys: Vec<CollateralSpec>

The collateral keys whose recipes the snapshot builds, in build order: every own-collateral key, then every cross key.

strips: Vec<StripKey>

The quote strips, one per template a built key’s recipe names.

fixings: Vec<(String, NaiveDate)>

The published fixings a valuation reads — rate indices and FX fixing series alike — as (series, date).

fx: Vec<CurrencyPair>

The FX spots, each in its conventional quotation.

unresolved: Vec<Unresolved>

The curves the book reads that no recipe builds.

out_of_scope: Vec<String>

What the book declares that sources do not yet serve — credit, vol, inflation, repo, spread and model inputs — so a caller sees what a snapshot will not fill.

Implementations

impl Demand

pub fn recipe_ask(&self) -> RecipeAsk

The recipe keys a source is asked about.

impl Demand

pub fn asks(&self) -> bool

Whether the demand asks a source for anything: a strip, a fixing or a spot.

Trait Implementations

impl Clone for Demand

fn clone(&self) -> Demand

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Demand

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

Formats the value using the given formatter.

impl Eq for Demand

impl PartialEq for Demand

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