Struct TrsTemplate 

pub struct TrsTemplate {
    pub name: String,
    pub funding_shape: TrsFundingShape,
    pub funding_currency: String,
    pub funding_index: Option<String>,
    pub funding_day_count: DayCountFraction,
    pub reset_frequency: Frequency,
}

The conventions of a bond total return swap template. Carries the funding shape, funding currency (default USD), optional projection index, reset frequency, and funding day-count; the reference bond and agreed spread are supplied when the trade is built (with_underlying / with_funding_spread).

Fields

name: String

Template name (doubles as the registry code).

funding_shape: TrsFundingShape

Funding-leg shape (float vs fixed).

funding_currency: String

Funding-leg currency (default "USD").

funding_index: Option<String>

Funding-leg projection index name; None ⇒ single-curve funding.

funding_day_count: DayCountFraction

Funding-leg accrual day-count.

reset_frequency: Frequency

Reset (and funding-coupon) frequency.

Trait Implementations

impl Clone for TrsTemplate

fn clone(&self) -> TrsTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<TrsTemplate> for AnyTemplate

fn from(t: TrsTemplate) -> Self

Converts to this type from the input type.