Struct FundingDayCount 

pub struct FundingDayCount {
    pub basis_days: f64,
}

A funding day-count basis: actual elapsed time over a fixed annualisation basis (in days), at sub-day resolution. Used for perpetual-funding accrual. The default basis is 365 days.

Fields

basis_days: f64

Number of days the basis treats as a year.

Implementations

impl FundingDayCount

pub fn new(basis_days: f64) -> Self

A funding basis annualised over basis_days days.

pub fn year_fraction(self, elapsed: Duration) -> f64

Year fraction of an elapsed Duration, at sub-day resolution.

Trait Implementations

impl Clone for FundingDayCount

fn clone(&self) -> FundingDayCount

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FundingDayCount

impl Debug for FundingDayCount

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

Formats the value using the given formatter.

impl Default for FundingDayCount

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for FundingDayCount

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