Enum YieldQuoteMethod 

#[non_exhaustive]
pub enum YieldQuoteMethod {
    Compound,
    JapaneseSimple,
    TurkishSimple,
    SimpleInterest,
}

The market’s primary yield quote convention.

This is the name a market gives its quote; YieldKernel is the arithmetic it resolves to, via YieldQuoteMethod::kernel.

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.

Compound

Periodic compounding, at whatever frequency the bond’s YieldConvention quotes on.

JapaneseSimple

The Japanese simple yield (JGBs, code 51): a closed form in the clean price, not a discounting relationship.

TurkishSimple

The Turkish simple yield (ISE definition, code 1014): periodic compounding except in the last coupon period, where it is simple interest on ACT/365.

SimpleInterest

Money-market simple interest — the zero-coupon / interest-at-maturity families (990, 994).

Implementations

impl YieldQuoteMethod

pub fn kernel( self, bond_frequency: Frequency, convention: YieldConvention, ) -> YieldKernel

The kernel this quote method evaluates through, for a bond paying at bond_frequency and quoting under convention.

convention is read only by Self::Compound: the street conventions vary the compounding frequency, which is meaningless once a method has chosen simple interest or abandoned discounting altogether.

Trait Implementations

impl Clone for YieldQuoteMethod

fn clone(&self) -> YieldQuoteMethod

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for YieldQuoteMethod

impl Debug for YieldQuoteMethod

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

Formats the value using the given formatter.

impl Eq for YieldQuoteMethod

impl Hash for YieldQuoteMethod

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 YieldQuoteMethod

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