Struct CalcConventions 

pub struct CalcConventions {
    pub coupon_day_count: Option<DayCountFraction>,
    pub accrued_day_count: Option<DayCountFraction>,
    pub ex_div: Option<ExDivRule>,
    pub yield_convention: YieldConvention,
    pub quote_method: YieldQuoteMethod,
    pub linker: Option<LinkerConvention>,
}

The convention bundle a calc-type code resolves to. Applied by FixedRateBond::from_static: the bundle supplies what the flat static cannot express — the coupon basis (superseding the static’s DES day count, which for these markets is the accrued basis), the accrued-basis override, the ex-div rule, and the yield conventions. The static’s payment frequency always wins (it is structural), and an explicitly set static ex-div rule or non-default yield convention wins over the bundle’s.

Fields

coupon_day_count: Option<DayCountFraction>

The coupon accrual basis (drives coupon amounts and the yield-space time measure). None ⇒ the static’s own day count is preserved — the zero-coupon families (990, 994) whose DES basis is bond-specific.

accrued_day_count: Option<DayCountFraction>

The accrued-interest basis, when it differs from the coupon basis (JGB: NL/365; SAGB: ACT/365.FIXED).

ex_div: Option<ExDivRule>

The ex-dividend rule, when the market trades ex-div.

yield_convention: YieldConvention

The street compounding convention quoted yields use.

quote_method: YieldQuoteMethod

The market’s primary yield quote convention; the compound ytm stays available for every bond.

linker: Option<LinkerConvention>

The linker street convention, on graduated inflation-linked rows only (None on nominal rows and on carriage-only linker rows, whose street analytics fail loud).

Trait Implementations

impl Clone for CalcConventions

fn clone(&self) -> CalcConventions

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CalcConventions

impl Debug for CalcConventions

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

Formats the value using the given formatter.

impl PartialEq for CalcConventions

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