Struct FraTemplate 

pub struct FraTemplate {
    pub name: String,
    pub index: IborIndex,
    pub calendar: Arc<dyn Calendar>,
    pub business_day_convention: BusinessDayConvention,
}

The conventions of a forward-rate agreement (a type = "FRA" projection pillar): a forward accrual over the underlying index’s period (e.g. 3M), starting at the pillar’s locator. The quoted value is the simple forward rate. It pins the index’s forward (projection) curve, not discount; it carries the index name (the forward-curve key), the accrual length, and the schedule conventions needed to turn the locator into the accrual [start, end].

Fields

name: String

Template name (doubles as the registry code).

index: IborIndex

The underlying term index. Carried whole rather than as three copied fields (name, tenor, day-count): a FRA product needs the handle’s fixing lag and calendar too, and three restatements of one registry row is how a product and its calibration helper come to disagree.

calendar: Arc<dyn Calendar>

Calendar advancing the locator (FRA start) to the accrual end.

business_day_convention: BusinessDayConvention

Business-day convention applied to that advance.

Implementations

impl FraTemplate

pub fn with_business_day_convention( self, convention: BusinessDayConvention, ) -> Self

Generates under convention rather than the registered one. A forward-rate agreement advances its spot date to the forward start and then by the index period under this convention, so the override reaches the instrument.

pub fn with_calendar(self, calendar: Arc<dyn Calendar>) -> Self

Generates on calendar rather than the registered business centres — FpML’s businessCenters stated per trade. A payment lag with no payment calendar of its own rolls on it too.

pub fn index_name(&self) -> &str

The forward-curve key the helper pins (e.g. "EURIBOR"), matching the IRS projection’s float_index.name.

pub fn index_period(&self) -> Period

The index accrual length (e.g. 3M) — the FRA’s end = start ⊕ index_period.

pub fn day_count(&self) -> DayCountFraction

Accrual day-count.

Trait Implementations

impl Clone for FraTemplate

fn clone(&self) -> FraTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<FraTemplate> for AnyTemplate

fn from(t: FraTemplate) -> Self

Converts to this type from the input type.