Struct BondTemplate 

pub struct BondTemplate {
    pub name: String,
    pub calendar: Arc<dyn Calendar>,
    pub settlement_days: u16,
    pub quote_units: QuoteUnits,
}

The market conventions of an outright-bond product: how a resolved security settles and quotes in its market. Builder-style overrides for non-standard bilateral terms.

Fields

name: String

Template name (doubles as the registry code).

calendar: Arc<dyn Calendar>

Settlement calendar (the bond market’s, not the currency’s trading one).

settlement_days: u16

Settlement lag in business days on calendar (e.g. T+1 UST, T+2 EGB).

quote_units: QuoteUnits

The market’s price quote units (per 100 face for cash bonds).

Implementations

impl BondTemplate

pub fn with_settlement_days(self, days: u16) -> Self

Overrides the settlement lag (business days).

pub fn with_calendar(self, calendar: Arc<dyn Calendar>) -> Self

Overrides the settlement calendar.

Trait Implementations

impl Clone for BondTemplate

fn clone(&self) -> BondTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<BondTemplate> for AnyTemplate

fn from(t: BondTemplate) -> Self

Converts to this type from the input type.