Struct ScenarioLeg 

pub struct ScenarioLeg {
    pub selector: Selector,
    pub shift: Shift,
    pub shift_type: Option<ShiftType>,
}

One leg of a scenario: what it moves, and by how much.

Named apart from Leg, the compiled strip of coupons a trade pays: the two share nothing but the word, and only one of them is a thing that accrues.

Fields

selector: Selector

Which inputs the leg reaches.

shift: Shift

The quote-space move.

shift_type: Option<ShiftType>

Relative or absolute; None keeps the selected input’s own convention.

Implementations

impl ScenarioLeg

fn check_shift_type(&self) -> Result<(), ScenarioError>

Refuses a shift type the selected input cannot take: a curve moves absolutely in its quote, an FX spot relatively, and a vol either way.

Trait Implementations

impl Clone for ScenarioLeg

fn clone(&self) -> ScenarioLeg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ScenarioLeg

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

Formats the value using the given formatter.

impl PartialEq for ScenarioLeg

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