Enum SwaptionUnderlyingTemplate 

#[non_exhaustive]
pub enum SwaptionUnderlyingTemplate {
    Ois(OisTemplate),
    Vanilla(SwapTemplate),
}

The swap a SwaptionTemplate writes its option on.

A deliberately narrow two-arm enum rather than AnyTemplate: a swaption is an option on a swap, and admitting the full union would let a swaption be declared on a CDS or a bond template — nonsense the type system should refuse. The two arms mirror the two swap types SwaptionUnderlying is implemented for.

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.

Ois(OisTemplate)

An OIS (fixed vs compounded RFR) underlying — the post-LIBOR market.

Vanilla(SwapTemplate)

A vanilla IBOR (fixed vs term float) underlying.

Trait Implementations

impl Clone for SwaptionUnderlyingTemplate

fn clone(&self) -> SwaptionUnderlyingTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.