Enum SwapLegsError 

#[non_exhaustive]
pub enum SwapLegsError {
    EmptyLeg {
        leg: &'static str,
    },
    Accumulating {
        leg: &'static str,
    },
    FloatingOnFixedLeg {
        index: String,
    },
    FixedOnFloatingLeg,
    IndexedCoupon {
        index: String,
    },
    RangeAccrualCoupon {
        index: String,
    },
    NoFloatingCoupon,
    TwoIndices {
        first: String,
        second: String,
    },
    CurrencyMismatch {
        first: Currency,
        second: Currency,
    },
    SameSide {
        direction: Direction,
    },
}

Why two legs do not make a fixed-versus-floating swap.

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.

EmptyLeg

A leg has no coupons.

Fields

leg: &'static str

"fixed" or "floating".

Accumulating

A leg accumulates its coupons into one payment: that is a zero-coupon swap’s leg, and a zero-coupon swap is its own product.

Fields

leg: &'static str

"fixed" or "floating".

FloatingOnFixedLeg

The fixed leg carries a coupon that resets on an index.

Fields

index: String

The index the coupon resets on.

FixedOnFloatingLeg

The floating leg carries a fixed coupon.

IndexedCoupon

A leg carries a coupon scaled by a price index, which a fixed-versus-floating swap has no side for.

Fields

index: String

The price index the coupon names.

RangeAccrualCoupon

The floating leg carries a range accrual, which pays a fixed rate on the days its index lies in range rather than the index itself.

Fields

index: String

The index the range is observed on.

NoFloatingCoupon

The floating leg carries no coupon that resets on an index.

TwoIndices

The floating leg’s coupons reset on two indices, or read one index both as a term rate and as an overnight strip.

Fields

first: String

The first index read.

second: String

The one that disagrees with it.

CurrencyMismatch

Two coupons pay in different currencies.

Fields

first: Currency

The first currency seen — the fixed leg’s.

second: Currency

The one that disagrees with it.

SameSide

Both legs are on the same side: nothing is exchanged.

Fields

direction: Direction

The side both legs are on.

Trait Implementations

impl Clone for SwapLegsError

fn clone(&self) -> SwapLegsError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SwapLegsError

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

Formats the value using the given formatter.

impl Display for SwapLegsError

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

Formats the value using the given formatter.

impl Error for SwapLegsError

fn source(&self) -> Option<&(dyn Error + 'static)>

Returns the lower-level source of this error, if any.

fn description(&self) -> &str

👎Deprecated since 1.42.0:

use the Display impl or to_string()

fn cause(&self) -> Option<&dyn Error>

👎Deprecated since 1.33.0:

replaced by Error::source, which can support downcasting

fn provide<'a>(&'a self, request: &mut Request<'a>)

🔬This is a nightly-only experimental API. (error_generic_member_access)

Provides type-based access to context intended for error reports.

impl PartialEq for SwapLegsError

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