Struct FxRates 

pub struct FxRates {
    pairs: Vec<CurrencyPair>,
    rates: Vec<f64>,
}

FX spot rates, one stored direction per pair.

Fields

pairs: Vec<CurrencyPair>

Sorted, index-aligned with rates.

rates: Vec<f64>

The free parameters: quote units per one base, in pair order.

Implementations

impl FxRates

fn route_for(&self, pair: CurrencyPair) -> Option<Vec<Currency>>

The currencies a chain of quoted pairs visits from pair.base to pair.quote, both ends included; None when no chain links them.

Deterministic by construction: the search is breadth-first, so the chain is a shortest one, and each currency’s neighbours are visited in ascending currency-code order, so among chains of equal length the first by code wins — for one intermediate, the first bridging currency in code order. Two stores holding the same rates choose the same route. That matters beyond tidiness — the route decides which legs a conversion reads, and therefore which rows its risk lands on. An insertion-order-dependent choice would give one market two ladders.

fn holds(&self, pair: CurrencyPair) -> bool

Whether this pair is quoted, in either direction.

pub fn new() -> Self

An empty store.

pub fn from_quotes( quotes: &[(CurrencyPair, f64)], ) -> Result<Self, MarketDataError>

Builds a store from (pair, rate) quotes.

Errors

MarketDataError::Malformed if a rate is not finite and strictly positive, if the same pair is quoted twice with different rates, or if both directions of one pair are supplied — the inverse is derived, and supplying it separately invites the two to disagree.

pub fn parameters(&self) -> &[f64]

The free parameters — one rate per stored pair.

pub fn parameter_keys(&self) -> &[CurrencyPair]

The pair each parameter belongs to, in parameter order.

pub fn len(&self) -> usize

How many pairs the store holds.

pub fn is_empty(&self) -> bool

Whether the store holds no rates.

fn position(&self, pair: CurrencyPair) -> Option<usize>

pub fn view<R: Scalar>(&self) -> FxView<'_, R>

This store lifted into mode R.

pub fn view_with<'a, R: Scalar>( &'a self, params: &'a [R], ) -> Result<FxView<'a, R>, MarketDataError>

This store lifted into mode R over params.

Errors

MarketDataError::ParameterCountMismatch if params is the wrong length.

Trait Implementations

impl Clone for FxRates

fn clone(&self) -> FxRates

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FxRates

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

Formats the value using the given formatter.

impl Default for FxRates

fn default() -> FxRates

Returns the “default value” for a type.

impl PartialEq for FxRates

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