Enum FxMode 

pub enum FxMode {
    RatesHeld,
    OutrightsHeld,
}

What an FX spot move holds fixed on the FX-implied discount curves.

An FX-implied curve derives a currency’s discount factors from a spot and forward outrights by covered interest parity; its spot is a free parameter, and the AD FX delta moves it with the outrights held. A scenario can hold either side.

Variants

RatesHeld

The implied curves are left as they are: their rates are held, so the outrights a trade reads move with the spot. The default.

OutrightsHeld

The implied curves’ spots move with the pair and their outrights are held, so their rates are re-derived by covered interest parity — what the AD FX delta measures.

Trait Implementations

impl Clone for FxMode

fn clone(&self) -> FxMode

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FxMode

impl Debug for FxMode

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

Formats the value using the given formatter.

impl Default for FxMode

fn default() -> FxMode

Returns the “default value” for a type.

impl Eq for FxMode

impl PartialEq for FxMode

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