Enum AnyIndex 

#[non_exhaustive]
pub enum AnyIndex {
    Overnight(OvernightIndex),
    Ibor(IborIndex),
    Fx(FxIndex),
    Price(PriceIndex),
}

A registry-resolved index definition, tagged by kind.

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.

Overnight(OvernightIndex)

An overnight (RFR) index.

Ibor(IborIndex)

A term (IBOR) index.

Fx(FxIndex)

An FX-pair index.

Price(PriceIndex)

A price (inflation) index.

Implementations

impl AnyIndex

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

The kind tag this index carries in the registry.

pub fn name(&self) -> &str

The index’s display name — the fixing-store key.

pub fn forecast<R: Scalar>( &self, curve: &dyn YieldCurve<R>, date: NaiveDate, ) -> Result<R, CurveError>

The rate this index quotes for date, projected off curve.

Defined for the two rate kinds only. A price index projects off an inflation curve under an observation lag and an interpolation rule, and an FX index off a covered-interest-parity relation (MarketContext::fx_fixing); each is a separate seam. Asking either for a rate here is refused naming the kind rather than answered under a rule that is not theirs — a number computed by the wrong rule is worse than no number.

Errors

CurveError::Malformed for a price or FX index; otherwise as IborIndex::forecast and OvernightIndex::forecast.

Trait Implementations

impl Clone for AnyIndex

fn clone(&self) -> AnyIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<&AnyIndex> for ProjectionKey

fn from(i: &AnyIndex) -> Self

Converts to this type from the input type.

impl From<&AnyIndex> for FixingKey

fn from(i: &AnyIndex) -> Self

Converts to this type from the input type.