Enum StrikeAxis 

pub enum StrikeAxis {
    Absolute,
    SpreadToAtm,
}

What the numbers on a surface’s strike axis measure.

A cap market quotes a smile at absolute rates; a swaption cube quotes one at spreads to the at-the-money forward, resolving a column as strike = atm_forward + spread. The two are not the same coordinate, and a reader holding one cannot name the other.

Variants

Absolute

Absolute rate strikes — what a cap quotes, and what every smiled surface meant before the axis could say otherwise.

SpreadToAtm

Additive offsets from the at-the-money forward, as a swaption cube’s strike spreads are.

Implementations

impl StrikeAxis

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

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

Trait Implementations

impl Clone for StrikeAxis

fn clone(&self) -> StrikeAxis

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for StrikeAxis

impl Debug for StrikeAxis

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

Formats the value using the given formatter.

impl Default for StrikeAxis

fn default() -> StrikeAxis

Returns the “default value” for a type.

impl Eq for StrikeAxis

impl FromStr for StrikeAxis

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 StrikeAxis

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 StrikeAxis

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