Enum Compounding 

pub enum Compounding {
    Continuous,
    Annual,
    Simple,
}

Convention used to convert between rates and discount factors.

Variants

Continuous

df = exp(-z*t)

Annual

df = (1+z)^(-t)

Simple

df = 1/(1+z*t) (money-market style, e.g. deposits)

Implementations

impl Compounding

pub fn df(&self, z: f64, t: f64) -> f64

Discount factor over year fraction t for rate z under this convention.

pub fn rate(&self, df: f64, t: f64) -> f64

Rate over year fraction t implied by discount factor df under this convention.

Trait Implementations

impl Clone for Compounding

fn clone(&self) -> Compounding

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Compounding

impl Debug for Compounding

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

Formats the value using the given formatter.

impl Default for Compounding

fn default() -> Compounding

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Compounding

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for Compounding

impl PartialEq for Compounding

fn eq(&self, other: &Compounding) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for Compounding

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Compounding