Struct TenorDating 

struct TenorDating {
    trade_date: NaiveDate,
    calendar: Arc<dyn Calendar>,
    spot_lag: Period,
    business_day: BusinessDayConvention,
}

What a forward tenor is read against: the trade date, and the template’s spot rule — its calendar, spot lag and business-day convention.

Fields

trade_date: NaiveDate

calendar: Arc<dyn Calendar>

spot_lag: Period

business_day: BusinessDayConvention

Implementations

impl TenorDating

fn of(template: &AnyTemplate, trade_date: NaiveDate) -> Option<Self>

The template’s spot rule from template, or None for a family that dates no swap.

fn dates(&self, tenor: ForwardTenor) -> (NaiveDate, NaiveDate)

The effective and termination dates tenor reads to: spot from the trade date, advanced by the forward start on the calendar, then the tenor unadjusted — the schedule rolls it.

Trait Implementations

impl Clone for TenorDating

fn clone(&self) -> TenorDating

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TenorDating

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

Formats the value using the given formatter.