Struct ScheduleConventions 

pub struct ScheduleConventions {
    pub frequency: Period,
    pub calendar: Arc<dyn Calendar>,
    pub business_day: BusinessDayConvention,
    pub roll: RollConvention,
    pub stub: StubPeriodType,
}

The schedule conventions a leg is generated under.

Fields

frequency: Period

The coupon frequency.

calendar: Arc<dyn Calendar>

The calendar boundaries roll on.

business_day: BusinessDayConvention

The business-day convention.

roll: RollConvention

The roll convention.

stub: StubPeriodType

Where a stub falls.

Implementations

impl ScheduleConventions

pub fn generate( &self, effective: NaiveDate, termination: NaiveDate, ) -> Result<Schedule, ScheduleError>

The schedule these conventions generate between two dates.

Errors

ScheduleError when termination is not strictly after effective.

Trait Implementations

impl Clone for ScheduleConventions

fn clone(&self) -> ScheduleConventions

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ScheduleConventions

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

Formats the value using the given formatter.