Enum FixingSource 

pub enum FixingSource {
    Single(String),
    Cross {
        reference: String,
        settlement: String,
    },
}

Where a cash settlement’s fixing comes from: one FX series, or the cross of two series through USD — EMTA’s Cross Currency Settlement Rate, the reference currency’s rate crossed with the settlement currency’s, both for the one valuation date.

Variants

Single(String)

The pair’s canonical FX key (FX-USDKRW).

Cross

Two canonical keys against USD: the reference currency’s (FX-USDKRW) and the settlement currency’s (FX-EURUSD). It fixes reference units per one settlement unit.

Fields

reference: String

The reference currency’s key against USD.

settlement: String

The settlement currency’s key against USD.

Implementations

impl FixingSource

pub fn cross( reference: impl Into<String>, settlement: impl Into<String>, ) -> Result<Self, FixingSourceError>

The cross of reference’s and settlement’s keys against USD.

Errors

FixingSourceError when a key is not an FX key against USD, or both name one currency.

pub fn usd_key(currency: &str) -> String

A currency’s FX key against USD as the market quotes it: EUR, GBP, AUD and NZD are priced in USD per unit (FX-EURUSD), every other currency in units per USD (FX-USDJPY, FX-USDKRW).

pub fn keys(&self) -> Vec<&str>

The series this source reads, in order.

pub fn currencies(&self) -> Option<(&str, &str)>

The two currency codes the fixing is between, (settlement, reference) as it quotes: a single key’s base and quote; a cross’s settlement key’s non-USD currency and its reference key’s. None for a key that is not FX- followed by two three-letter codes.

Trait Implementations

impl Clone for FixingSource

fn clone(&self) -> FixingSource

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FixingSource

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

Formats the value using the given formatter.

impl Display for FixingSource

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

Formats the value using the given formatter.

impl Eq for FixingSource

impl From<&String> for FixingSource

fn from(key: &String) -> Self

Converts to this type from the input type.

impl From<&str> for FixingSource

fn from(key: &str) -> Self

Converts to this type from the input type.

impl From<String> for FixingSource

fn from(key: String) -> Self

Converts to this type from the input type.

impl Hash for FixingSource

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 FixingSource

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