Enum Compounding 

pub enum Compounding {
    Simple,
    Continuous,
    Compounded,
}

How interest accrues over a period when converting between a rate and a discount factor.

This is an analytics convention with no FpML source: FpML’s CompoundingMethodEnum describes intra-coupon spread compounding (a different concept), and frequency is modelled as a Period. As with Frequency, the name is a domain term rather than an FpML code.

Two neighbouring enums name the other compounding axes and are not interchangeable with this one, despite overlapping variant spellings: AccrualCompounding composes realised accrual inside a coupon, and ResetCompounding says how a multi-reset coupon compounds its resets and its spread. This enum governs rate quotation only.

Variants

Simple

Simple (linear) accrual: DF = 1 / (1 + r·τ).

Continuous

Continuous accrual: DF = exp(-r·τ).

Compounded

Periodic compounding at a Frequency: DF = (1 + r/f)^(-f·τ).

Implementations

impl Compounding

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

The convention’s code ("Simple", "Continuous", "Compounded").

impl Compounding

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

pub(crate) fn recognize(s: &str) -> Option<Self>

The value s spells, or None — the parse without its error, so probing a spelling that is not this vocabulary’s allocates nothing.

Trait Implementations

impl Clone for Compounding

fn clone(&self) -> Compounding

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Compounding

impl Debug for Compounding

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

Formats the value using the given formatter.

impl Eq for Compounding

impl FromStr for Compounding

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 Compounding

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 Compounding

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