Enum TickRule 

#[non_exhaustive]
pub enum TickRule {
    CmeFourMonthWindow {
        near: f64,
        far: f64,
    },
    FrontFromMonthBefore {
        near: f64,
        far: f64,
    },
    CmeMonthly {
        near: f64,
        far: f64,
    },
    AllMonths {
        tick: f64,
    },
    Unstated,
}

A listed rate future’s minimum price fluctuation, in index points.

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.

CmeFourMonthWindow

CME SR3: near within four months of the last trading day — from the business day after the Friday before the third Wednesday of the fourth month preceding the month trading terminates — far before.

Fields

near: f64

The tick inside the window (0.0025).

far: f64

The tick before it (0.005).

FrontFromMonthBefore

ICE 3M SONIA, 1M SONIA and 1M SOFR: near for the front contract from the first business day of the calendar month before its last trading day, far before.

Fields

near: f64

The tick inside the window (0.0025).

far: f64

The tick before it (0.005).

CmeMonthly

CME SR1 and CBOT ZQ: near from the first trading day of the delivery month, far before.

Fields

near: f64

The tick inside the window (0.0025).

far: f64

The tick before it (0.005).

AllMonths

ICE 1M SOFR: the same tick every month.

Fields

tick: f64

The tick (0.0025).

Unstated

Not sourced from the exchange, so not stated.

Trait Implementations

impl Clone for TickRule

fn clone(&self) -> TickRule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for TickRule

impl Debug for TickRule

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

Formats the value using the given formatter.

impl PartialEq for TickRule

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