Enum LastTrading 

#[non_exhaustive]
pub enum LastTrading {
    BusinessDayBeforeEnd,
    FridayBeforeEnd,
    TwoBusinessDaysBeforeStart,
    LastBusinessDayOfMonth,
    Unstated,
}

When a listed rate future stops trading, relative to the reference period RateFuture::for_contract resolves for its delivery month, on the template’s calendar.

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.

BusinessDayBeforeEnd

The business day before the reference period ends — CME SR3, ICE SONIA, Eurex SARON: a compounded contract cannot settle before its period is complete.

FridayBeforeEnd

The Friday before the reference period ends, or the business day before that Friday — Montréal Exchange CRA.

TwoBusinessDaysBeforeStart

Two business days before the reference period starts, the term rate’s fixing date — ICE 3M EURIBOR.

LastBusinessDayOfMonth

The last business day of the delivery month — CME SR1 and CBOT 30-day Fed Funds.

Unstated

Not sourced from the exchange, so not stated.

Trait Implementations

impl Clone for LastTrading

fn clone(&self) -> LastTrading

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for LastTrading

impl Debug for LastTrading

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

Formats the value using the given formatter.

impl Eq for LastTrading

impl PartialEq for LastTrading

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