Enum LinkerConvention 

pub enum LinkerConvention {
    UsTipsReal,
    CanadianRrb,
    UkDmo,
    AustralianKt,
    AnbimaBus252,
}

The per-market linker street convention a graduated inflation-linked row resolves to — the linker analogue of YieldConvention for nominal street yields.

Dispatched. Every variant here reaches quote arithmetic in instruments::bonds::linker: a reference-index observation and rounding chain per market, the real-yield quartet for TIPS/RRB/UK-three-month, the UK money quote at eight months, the ANBIMA BUS/252 chain, and the Australian Kt recursion.

It selects a quote, never a value. An inflation-linked bond’s price comes from the index at a plainly lagged date and reads none of this — the same split a nominal bond has between curve-space and yield-space.

Variants

UsTipsReal

US TIPS: semiannual real yield on real flows, 3-month lag with daily-interpolated reference CPI, deflation floor on redemption.

CanadianRrb

Canadian Real Return Bonds: the TIPS mechanics (semiannual real yield, 3-month lag, daily-interpolated reference CPI) without a deflation floor — RRB principal deflates below par.

UkDmo

UK DMO index-linked gilts: money yield / real yield per the DMO methodology, the 8-month-lag (flat monthly observation) and 3-month-lag generations selected by the static’s indexation lag. No floor.

AustralianKt

Australian capital-indexed bonds: the Kt quarterly indexation-factor chain (published rounding) and price-per-100 from real yield. No floor.

AnbimaBus252

Brazilian NTN-B/NTN-C: BUS/252 discounting of real flows, VNA scaling, ANBIMA truncation/rounding chain. No floor.

Implementations

impl LinkerConvention

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.

impl LinkerConvention

pub fn deflation_floor_default(self) -> bool

Whether this market’s linkers floor the redemption ratio at 1 by default (overridable per static).

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

Human label used in analytics errors.

Trait Implementations

impl Clone for LinkerConvention

fn clone(&self) -> LinkerConvention

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for LinkerConvention

impl Debug for LinkerConvention

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

Formats the value using the given formatter.

impl Eq for LinkerConvention

impl FromStr for LinkerConvention

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 LinkerConvention

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 LinkerConvention

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