Enum IborProjection 

pub enum IborProjection {
    IndexTenor,
    AccrualPeriod,
}

The window an IBOR leg’s coupon reads its index over.

A term index quotes a rate for its own tenor from its value date, and a coupon whose accrual period is a different length can read either that rate or the forward over its own period. Where the period’s end is rolled past a month end the two differ: a quarter to Saturday 31 October rolled Following accrues to 2 November, while the index’s quarter ends Friday 30 October.

Variants

IndexTenor

The index’s own tenor from each period’s start: the rate the index fixes at. The registered templates’ reading.

AccrualPeriod

The forward over each coupon’s own accrual period: a par coupon.

Implementations

impl IborProjection

pub const ACCEPTED: &'static [&'static str]

Every spelling this vocabulary accepts, canonical forms first.

Matching additionally ignores case and _/-/whitespace — see normalize in core::vocabulary.

pub fn code(self) -> &'static str

The canonical code for this variant; round-trips through FromStr.

Trait Implementations

impl Clone for IborProjection

fn clone(&self) -> IborProjection

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for IborProjection

impl Debug for IborProjection

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

Formats the value using the given formatter.

impl Default for IborProjection

fn default() -> IborProjection

Returns the “default value” for a type.

impl Eq for IborProjection

impl FromStr for IborProjection

type Err = VocabularyParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for IborProjection

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for IborProjection

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