Struct RecipeSpec 

pub struct RecipeSpec {
    pub key: CollateralSpec,
    pub currency: String,
    pub discount: Vec<(Role, String)>,
    pub projection: BTreeMap<String, ProjectionSpec>,
    pub windows: Vec<WindowSpec>,
    pub via: Option<String>,
}

A curve recipe stated as data: the collateral key it builds under, the currency, the discount segments in order, a source per projection index, the windows, and an optional triangulation hub.

Fields

key: CollateralSpec

The collateral key the recipe builds the discount curve for.

currency: String

The currency the recipe builds for.

discount: Vec<(Role, String)>

The discount segments, in the order the sheet reads them.

projection: BTreeMap<String, ProjectionSpec>

Per projection index, how it is sourced.

windows: Vec<WindowSpec>

The windows fixed whatever the sheet says.

via: Option<String>

The hub a triangulated discount is derived through.

Implementations

impl RecipeSpec

pub fn new(key: CollateralSpec, currency: impl Into<String>) -> Self

An empty spec for currency under key.

pub fn to_recipe(&self) -> Result<CurveRecipe, RecipeSpecError>

The recipe this spec states, built through the recipe’s own builder.

A strip whose template is an NDS is declared as an NDS strip; any other as a swap strip — which is the only way the builder says either.

Errors

RecipeSpecError::Template where the builder refuses a template.

pub fn of(key: CollateralSpec, recipe: &CurveRecipe) -> Self

The spec stating recipe under key — the inverse of to_recipe.

Trait Implementations

impl Clone for RecipeSpec

fn clone(&self) -> RecipeSpec

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RecipeSpec

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

Formats the value using the given formatter.

impl Eq for RecipeSpec

impl PartialEq for RecipeSpec

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