Schedule

RustQuant::prelude::schedule

Struct Schedule 

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pub struct Schedule {
    pub dates: Vec<Date>,
    pub day_count_factors: Vec<f64>,
    pub day_counting_convention: DayCountConvention,
    pub date_rolling_convention: DateRollingConvention,
}
Expand description

Schedule struct.

Many financial instruments have a schedule of dates associated with them. For example, interest rate caps/floors have a schedule of payment dates, which are the expiration dates of the caplets/floorlets, or a coupon bond has a schedule of coupon payment dates.

The Schedule struct is used to represent these schedules, and pricing methods should be implemented using date/time functionality.

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§dates: Vec<Date>

The dates of the schedule.

§day_count_factors: Vec<f64>

The day count factors of the schedule.

§day_counting_convention: DayCountConvention

The convention of the schedule.

§date_rolling_convention: DateRollingConvention

The business day convention of the schedule.

Trait Implementations§

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impl Clone for Schedule

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fn clone(&self) -> Schedule

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Schedule

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

Formats the value using the given formatter. Read more
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impl Display for Schedule

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

Formats the value using the given formatter. Read more

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