Struct NdsFxTerms 

pub struct NdsFxTerms {
    pub settlement: Currency,
    pub rate_option: &'static str,
    pub centers: &'static str,
    pub lag: u32,
}

The FX terms an NDS or NDCCS template resolves to.

Fields

settlement: Currency

The settlement currency.

rate_option: &'static str

The Annex A settlement rate option.

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 NdsFxTerms

pub fn fixing_before(&self, payment: NaiveDate) -> NaiveDate

The FX fixing date for a payment on payment: adjusted Preceding onto the fixing calendar, then stepped back the lag in its business days.

pub fn fixing_for_payment(&self, payment: NaiveDate) -> (NaiveDate, NaiveDate)

The (fixing, value) dates a payment on payment converts at: the fixing fixing_before dates, for value the lag later on the same calendar — the payment date itself unless the payment falls on a day the fixing calendar is closed.

pub fn fixing_for_period_end( &self, period_end: NaiveDate, ) -> (NaiveDate, NaiveDate)

The (fixing, value) dates a coupon whose period ends on period_end converts at: the lag before that end, for value on it — EMTA-ISDA MP8’s timeline for a cross-currency coupon, which pays after its period end.

Trait Implementations

impl Clone for NdsFxTerms

fn clone(&self) -> NdsFxTerms

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for NdsFxTerms

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

Formats the value using the given formatter.

impl Eq for NdsFxTerms

impl PartialEq for NdsFxTerms

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