Enum Role 

#[non_exhaustive]
pub enum Role {
    Deposit,
    PolicyPath,
    Futures,
    ParSwaps,
    FxSwaps,
    Basis,
    FixedFloatXccy,
    Ndf,
    Nds,
}

What a discount segment contributes to the curve, in the order a desk reads its sheet.

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.

Deposit

A money-market deposit at the front.

PolicyPath

A policy path: one-period swaps on the meeting template over the windows the sheet or the schedule names.

Futures

A rate-futures strip.

ParSwaps

The par-swap strip, and any forward window on the same OIS template.

FxSwaps

FX swaps against the collateral currency, the short end of a cross.

Basis

Floating-floating cross-currency basis swaps, the long end of a cross.

FixedFloatXccy

A fixed-vs-float cross-currency swap quoted as a fixed rate.

Ndf

NDF outrights against the settlement currency: the short end of an offshore (NDF-implied) discount.

Nds

NDS par rates: a strip marking the floating index’s projection against the held settlement and offshore discounts — an NDS’s payments all convert by one factor, so its quotes identify the projection and barely the discount. Taken by CurveRecipe::with_nds_strip, never as a discount segment.

Implementations

impl Role

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

The role’s spelling in the recipe table and in refusals.

fn takes(self, template: &AnyTemplate) -> bool

Whether template is of a family this role builds from.

fn family(self) -> &'static str

The family the role takes, for a refusal.

fn is_cross(self) -> bool

Whether the segment solves only against peer curves and an FX spot.

Trait Implementations

impl Clone for Role

fn clone(&self) -> Role

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Role

impl Debug for Role

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

Formats the value using the given formatter.

impl Display for Role

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

Formats the value using the given formatter.

impl Eq for Role

impl FromStr for Role

fn from_str(s: &str) -> Result<Self, Self::Err>

A role from its spelling in the recipe table — deposit, policy, futures, swaps, fx_swaps, basis, fixed_float_xccy, ndf, nds — without regard to case.

type Err = RecipeError

The associated error which can be returned from parsing.

impl Hash for Role

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for Role

fn cmp(&self, other: &Role) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for Role

fn eq(&self, other: &Role) -> 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 PartialOrd for Role

fn partial_cmp(&self, other: &Role) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl StructuralPartialEq for Role