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RecipeKey

Type Alias RecipeKey 

pub type RecipeKey = CollateralSpec;
Expand description

The recipe-registry key: a CollateralSpec ({cashflow_ccy, collateral_ccy}).

{X, X} keys a currency’s own (self-/OIS-discounting) recipe; {X, Y} with X ≠ Y keys a cross-collateral recipe (X discounted under Y collateral).

Aliased Type§

pub enum RecipeKey {
    Currency(Currency),
    Named(String),
}

Variants§

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Currency(Currency)

The standard curve for a currency — cash collateral in that currency.

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Named(String)

A named curve, for anything the currency default does not describe.