Struct ForwardTenor 

pub struct ForwardTenor {
    pub forward_start: Option<Period>,
    pub tenor: Period,
}

A tenor with an optional forward start: "5Y" is a five-year term from spot, and "2Y2Y" is a two-year term starting two years after spot — the <forward-start><tenor> spelling a forward swap or a swaption is quoted in.

This is the one parser for the two-segment spelling. The swap builder’s tenor form reads it, and a swaption’s expiry is its forward start, so no builder splits the segments for itself. A Period is one segment; the FRA’s forward start is a bare Period because its term comes from the index rather than the spelling.

Two forward tenors are equal when both segments are, under Period’s semantic equality (24M2Y == 2Y2Y).

Fields

forward_start: Option<Period>

How far after spot the term starts; None for a term from spot.

tenor: Period

The term’s length.

Implementations

impl ForwardTenor

pub fn spot(tenor: Period) -> Self

A term from spot.

pub fn forward(forward_start: Period, tenor: Period) -> Self

A term starting forward_start after spot.

Trait Implementations

impl Clone for ForwardTenor

fn clone(&self) -> ForwardTenor

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ForwardTenor

impl Debug for ForwardTenor

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

Formats the value using the given formatter.

impl Display for ForwardTenor

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

The compact spelling: 2Y2Y, or 5Y for a term from spot.

impl Eq for ForwardTenor

impl From<ForwardTenor> for Termination

fn from(tenor: ForwardTenor) -> Self

Converts to this type from the input type.

impl FromStr for ForwardTenor

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

Parses one or two period segments, each a count and a unit letter, in either case: "5Y", "2y2y", "6M5Y". A segment ends at its unit letter, so the split needs no separator. Three or more segments, an empty spelling, or a segment that is not a period are refused naming the form.

type Err = VocabularyParseError

The associated error which can be returned from parsing.

impl Hash for ForwardTenor

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 ForwardTenor

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