Enum PeriodContext 

#[non_exhaustive]
pub enum PeriodContext {
    Simple,
    Scheduled {
        period_end: NaiveDate,
        frequency: Frequency,
        schedule_end: NaiveDate,
        end_of_month: bool,
        reference_days: Option<u16>,
    },
}

Period/schedule context a day count may need beyond the accrual dates.

Most conventions are pure functions of the two accrual dates and use PeriodContext::Simple; the period-aware conventions (ACT/ACT.ICMA, 30E/360.ISDA) query a PeriodContext::Scheduled for the reference period, frequency, and schedule end (maturity). Reading a period-aware field from Simple is an error, so misuse fails loudly rather than silently degrading.

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.

Simple

No period information — the context-free default.

Scheduled

Full schedule context for the period-aware conventions.

Fields

period_end: NaiveDate

End of the schedule period containing the accrual start (the next coupon date); the reference period end for ACT/ACT.ICMA.

frequency: Frequency

The coupon frequency (the ICMA reference-period basis divisor).

schedule_end: NaiveDate

The schedule’s maturity (end) date — used by 30E/360.ISDA to gate the February end-of-month collapse.

end_of_month: bool

Whether the schedule rolls on the end of the month — the SIFMA “end-of-month security” 30U/360 gates its February rules on.

reference_days: Option<u16>

Explicit ICMA reference-period length in days, for markets whose coupons chain in exact day steps (Turkish 91/182/364-day bonds) — the tenor step-back cannot recover those periods. None ⇒ recover the reference period from period_end minus one frequency tenor (calendar-month markets, including their stubs).

Implementations

impl PeriodContext

pub fn schedule_end(self) -> Option<NaiveDate>

The schedule end (maturity), or None for PeriodContext::Simple.

pub fn end_of_month(self) -> bool

Whether the schedule rolls on the end of the month; false for PeriodContext::Simple, which states nothing about the schedule.

Trait Implementations

impl Clone for PeriodContext

fn clone(&self) -> PeriodContext

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PeriodContext

impl Debug for PeriodContext

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

Formats the value using the given formatter.

impl PartialEq for PeriodContext

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