Struct MeetingOisTemplate 

pub struct MeetingOisTemplate {
    pub name: String,
    pub index: OvernightIndex,
    pub central_bank: CentralBank,
    pub fixed_day_count: DayCountFraction,
    pub calendar: Arc<dyn Calendar>,
    pub business_day_convention: BusinessDayConvention,
    pub payment_lag_days: i32,
    pub node: MeetingNode,
}

The conventions of a meeting-date OIS — a single-period overnight-indexed swap spanning one inter-meeting window, bookable as a bet on one central-bank decision. Carries the deciding CentralBank (selecting the seeded meeting schedule at materialisation) plus the single accrual period’s conventions.

Fields

name: String

Template name (doubles as the registry code).

index: OvernightIndex

The overnight index of the floating leg.

central_bank: CentralBank

The deciding central bank whose seeded schedule supplies the meeting window.

fixed_day_count: DayCountFraction

Fixed-leg day-count for the single accrual period.

calendar: Arc<dyn Calendar>

Schedule calendar.

business_day_convention: BusinessDayConvention

Business-day convention.

payment_lag_days: i32

Business days from the window end to the payment of both coupons, on the template’s calendar — the lag the currency’s OIS template pays with. The rung’s node is the window end regardless: the step’s knot is the decision, and a one-period par swap pins the same ratio whatever date its two coupons share.

node: MeetingNode

Where a rung on this template puts its curve node: the window end (the default, where the decision’s rate takes effect) or the swap’s payment date (for reconciling to a curve noded on payment dates).

Implementations

impl MeetingOisTemplate

pub fn with_node(self, node: MeetingNode) -> Self

This template with its rungs noded at node.

Trait Implementations

impl Clone for MeetingOisTemplate

fn clone(&self) -> MeetingOisTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<MeetingOisTemplate> for AnyTemplate

fn from(t: MeetingOisTemplate) -> Self

Converts to this type from the input type.