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FRA

rustyqlib::rates::fra

Struct FRA

pub struct FRA {
    pub start_date: NaiveDate,
    pub maturity_date: NaiveDate,
    pub valuation_date: NaiveDate,
    pub notional: f64,
    pub currency: String,
    pub fix_rate: f64,
    pub day_count: DayCountConvention,
    pub business_day_adjustment: i8,
    pub term_structure: Option<TermStructure>,
}

Fields§

§start_date: NaiveDate§maturity_date: NaiveDate§valuation_date: NaiveDate§notional: f64§currency: String§fix_rate: f64§day_count: DayCountConvention§business_day_adjustment: i8§term_structure: Option<TermStructure>

Implementations§

impl FRA

pub fn new( start_date: NaiveDate, maturity_date: NaiveDate, valuation_date: NaiveDate, notional: f64, fix_rate: f64, day_count: DayCountConvention, business_day_adjustment: i8, ) -> FRA

pub fn builder( start_date: String, maturity_date: String, notional: f64, fix_rate: f64, day_count: String, ) -> FRA

pub fn get_year_fraction(&self, date: NaiveDate) -> f64

pub fn get_discount_factor(&self, df_start_date: f64) -> f64

Trait Implementations§

impl Rates for FRA

fn get_implied_rates(&self) -> f64

fn get_maturity_date(&self) -> NaiveDate

fn get_rate(&self) -> f64

fn get_maturity_discount_factor(&self) -> f64

fn get_day_count(&self) -> &DayCountConvention

fn set_term_structure(&mut self, term_structure: TermStructure)

Auto Trait Implementations§

impl Freeze for FRA

impl RefUnwindSafe for FRA

impl Send for FRA

impl Sync for FRA

impl Unpin for FRA

impl UnsafeUnpin for FRA

impl UnwindSafe for FRA

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

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impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

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Performs the conversion.

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fn vzip(self) -> V