Struct SettlementLag 

pub struct SettlementLag {
    pub n: i32,
    pub unit: SettlementLagUnit,
    pub business: Arc<dyn Calendar>,
    pub settlement: Option<Arc<dyn Calendar>>,
    pub convention: BusinessDayConvention,
}

“Advance n SettlementLagUnits on business, then settle.”

When settlement is None the result is rolled onto a business day of business. When it is Some, the result is rolled onto a day that is a business day of both calendars, while the count itself follows business alone — a settlement-calendar holiday is rolled past, never counted.

Fields

n: i32

The lag length (T+n). May be negative for a backward lag.

unit: SettlementLagUnit

Whether the lag counts business or calendar days.

business: Arc<dyn Calendar>

The calendar the lag is counted on.

settlement: Option<Arc<dyn Calendar>>

The settlement calendar, if any. None settles on business alone.

convention: BusinessDayConvention

How the settled date is rolled over the days good on both calendars.

Implementations

impl SettlementLag

pub fn business_days( n: i32, business: Arc<dyn Calendar>, convention: BusinessDayConvention, ) -> Self

A lag counted in business days that settles on the calendar it counts on.

pub fn with_settlement( n: i32, unit: SettlementLagUnit, business: Arc<dyn Calendar>, settlement: Arc<dyn Calendar>, convention: BusinessDayConvention, ) -> Self

A lag that settles onto a day good on both business and settlement.

pub fn apply(&self, from: NaiveDate) -> NaiveDate

Advances from by the lag and settles the result.

Trait Implementations

impl Clone for SettlementLag

fn clone(&self) -> SettlementLag

Returns a duplicate of the value.

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

Performs copy-assignment from source.