Enum FxSource 

pub enum FxSource {
    Ndf(&'static str),
    Terms {
        rate_option: &'static str,
        settlement: &'static str,
        centers: &'static str,
        lag: u32,
    },
}

Where a non-deliverable row’s FX fixing comes from — an NDS’s or an NDCCS’s.

Variants

Ndf(&'static str)

The EMTA NDF template of the currency ("KRW-USD-NDF"): its rate option, settlement currency, valuation calendar and fixing lag.

Terms

Terms stated in the row, for a currency without an EMTA NDF template.

Fields

rate_option: &'static str

The Annex A settlement rate option.

settlement: &'static str

The settlement currency’s ISO code.

centers: &'static str

Calendar expression the fixing is a business day of.

lag: u32

Business days of that calendar from fixing to payment.

Implementations

impl FxSource

pub fn terms(&self) -> NdsFxTerms

The FX terms this source names: its NDF template’s, or those stated.

Panics

If an Ndf source names no registered NDF template, or a stated settlement currency is no ISO code — wiring errors the registry tests catch.

Trait Implementations

impl Clone for FxSource

fn clone(&self) -> FxSource

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FxSource

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

Formats the value using the given formatter.

impl Eq for FxSource

impl Hash for FxSource

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 FxSource

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