Module indices 

Interest-rate and FX index definitions (conventions) and the index registry.

Definitions carry only an index’s conventions; observed fixings are market state (market::context), never stored here. Named definitions are declared through the index_group! macro, which emits both a typed accessor and a registry row from one declaration; the registry unions the per-kind tables and resolves an index by code. Currencies are ISO 4217 codes.

Re-exports

pub use fx::FxIndex;

pub use fx::FxIndexError;

Modules

fx

FX fixing-index definition — a currency pair plus its fixing conventions.

overnight

Overnight (RFR) index definitions and their kind table.

price

Price-index (inflation) definitions and their kind table.

registry

The index registry — the single source for resolving an index code.

term

Term (IBOR-style) index definitions and their kind table.

Macros

index_group 🔒

Declares a kind-group of indices: per entry, emits a typed accessor pub fn <name>() -> <ty> and a row in the kind’s static table. The schema lives in the per-kind builder the entry’s expression calls; this macro only wires name/code to the builder and tags the kind.

Structs

IborIndex

A term (IBOR-style) interest-rate index definition.

IndexEntry

One registry row: the index’s kind tag, accessor name, code, and constructor.

OvernightIndex

An overnight (RFR) interest-rate index definition.

PriceIndex

A price-index (inflation) definition.

Enums

AnyIndex

A registry-resolved index definition, tagged by kind.