Enum KnotKind
#[non_exhaustive]pub enum KnotKind {
Meeting(MeetingId),
Turn(NaiveDate),
Anonymous,
}Expand description
The kind of a step-forward knot — what a pillar’s adjoint is attributed to.
A knot is a window’s identity, not its pillar. A calibrated step curve puts its pillar at the window end — where the meeting-dated swap’s accrual ends, not where it pays, and the discount factor the solve moves — and the knot names the window start: the meeting that decided the level, or the date the turn begins. The risk row and the ladder label read the knot; the curve’s pillar date is the end.
Variants (Non-exhaustive)§
This enum is marked as non-exhaustive
Meeting(MeetingId)
A central-bank policy decision, named by the decision whose effective
date opens the window; the adjoint is a MeetingNode.
Turn(NaiveDate)
A turn-of-period jump (year-/quarter-end), dated by the window start;
the adjoint is a TurnNode.
Anonymous
An ordinary pillar with no meeting/turn identity; the adjoint is a CurveNode.
Implementations§
§impl KnotKind
impl KnotKind
pub fn from_tag(
tag: &str,
date: NaiveDate,
) -> Result<Self, VocabularyParseError>
pub fn from_tag( tag: &str, date: NaiveDate, ) -> Result<Self, VocabularyParseError>
The knot a tag names at date — the inverse of tag:
"meeting:FED" a meeting of that bank effective on date, "turn" a
turn on date, "anon" an ordinary pillar.
§Errors
VocabularyParseError for any other spelling, or a meeting tag
naming no bank.