Enum AccrualCompounding 

pub enum AccrualCompounding {
    Simple,
    Compounded,
    Continuous,
}

How sub-period (or whole-life) accrual is composed into a single rate.

Distinct from Compounding, which is a rate quotation convention (how a quoted rate converts to a discount factor). This one composes realised accrual within a coupon; the two overlap in variant spelling (Simple, Continuous) but are never interchangeable.

Filed here rather than with the cashflow types that consume it: it is a convention — declared reference data, resolved at runtime — and instrument templates need it, which would otherwise make the reference-data layer depend on the cashflow layer above it.

Variants

Simple

Σ rᵢ·τᵢ — linear accrual. The default.

Compounded

Π(1 + rᵢ·τᵢ) − 1 — geometric (overnight-style) accrual.

Continuous

exp(Σ rᵢ·τᵢ) − 1 — continuous accrual.

Implementations

impl AccrualCompounding

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.

Trait Implementations

impl Clone for AccrualCompounding

fn clone(&self) -> AccrualCompounding

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for AccrualCompounding

impl Debug for AccrualCompounding

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

Formats the value using the given formatter.

impl Default for AccrualCompounding

fn default() -> AccrualCompounding

Returns the “default value” for a type.

impl Eq for AccrualCompounding

impl FromStr for AccrualCompounding

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 PartialEq for AccrualCompounding

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