Struct SwaptionTemplate 

pub struct SwaptionTemplate {
    pub name: String,
    pub underlying: SwaptionUnderlyingTemplate,
    pub kind: SwaptionKind,
}

A swaption template: an option on a swap whose conventions come from an existing swap template.

Conventions only — no expiry. The option expiry is a deal term, not a convention: a USD-SOFR swaption’s conventions are the same whether it is 1Y5Y or 5Y10Y. The spelling is a ForwardTenor, whose <forward-start><tenor> grammar is parsed once for every builder that takes it — so the expiry is the underlying’s forward start, one quantity rather than two that must be kept consistent. Putting an expiry here would also make the registry combinatorial (markets × expiries).

The underlying’s conventions are composed, not restated, so calendars, day counts and frequencies keep one definition per market in templates::irs.

Fields

name: String

Template name (doubles as the registry code).

underlying: SwaptionUnderlyingTemplate

The underlying swap’s conventions.

kind: SwaptionKind

Payer or receiver — the option’s direction.

Implementations

impl SwaptionTemplate

pub fn currency(&self) -> &str

The underlying’s currency — the discount and vol-surface key.

Trait Implementations

impl Clone for SwaptionTemplate

fn clone(&self) -> SwaptionTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<SwaptionTemplate> for AnyTemplate

fn from(t: SwaptionTemplate) -> Self

Converts to this type from the input type.