Enum YieldConvention 

pub enum YieldConvention {
    Default,
    UsStreet,
    DeGovt,
    UkGilt,
}

The street convention a market’s quoted yield compounds in, carried as data rather than hard-coded per market. It selects the compounding basis street yields quote at (periods per year under periodic compounding); accrual time stays the bond’s own day-count. YieldConvention::Default is the bond’s own payment frequency, so a bond carrying no explicit convention quotes as it always has.

The convention is not itself a quoting rule — it resolves to a YieldBasis, which is what the yield-space entry points take. A caller passing an explicit basis has already said everything this would say, so the convention applies where a basis is derived from the security.

Variants

Default

The bond’s own payment frequency (today’s behavior).

UsStreet

US Treasury street convention: semiannual periodic compounding.

DeGovt

German government convention: annual periodic compounding.

UkGilt

UK gilt convention: semiannual periodic compounding.

Implementations

impl YieldConvention

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

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

The canonical code for this variant; round-trips through FromStr.

impl YieldConvention

pub fn street_periods_per_year(self, bond_frequency: Frequency) -> f64

The compounding periods per year street yields quote at, given the bond’s own payment frequency (the Default basis).

pub fn basis(self, bond_frequency: Frequency) -> YieldBasis

The yield basis this convention quotes on for a bond paying at bond_frequency.

Every street convention here is periodic; they differ only in how often. So the basis is street_periods_per_year under periodic compounding, and that accessor exists to be read from exactly here.

Trait Implementations

impl Clone for YieldConvention

fn clone(&self) -> YieldConvention

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for YieldConvention

impl Debug for YieldConvention

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

Formats the value using the given formatter.

impl Default for YieldConvention

fn default() -> YieldConvention

Returns the “default value” for a type.

impl Eq for YieldConvention

impl FromStr for YieldConvention

type Err = VocabularyParseError

The associated error which can be returned from parsing.

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

Parses a string s to return a value of this type.

impl Hash for YieldConvention

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 PartialEq for YieldConvention

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