Struct Schedule 

pub struct Schedule {
    pub dates: Vec<NaiveDate>,
}

A periodic date schedule: unadjusted anchor dates rolled from a period, then business-day adjusted. Used for autocallable observation dates, coupon schedules and averaging fixings.

Fields

dates: Vec<NaiveDate>

Adjusted, strictly increasing dates, ending at the (adjusted) termination date. The effective date itself is not included.

Implementations

impl Schedule

pub fn generate( effective: NaiveDate, termination: NaiveDate, months: u32, calendar: &Calendar, convention: BusinessDayConvention, generation: DateGeneration, ) -> Result<Schedule, RustyQLibError>

Generate a schedule from effective (exclusive) to termination (inclusive) every months months.

Backward generation rolls anchor dates back from termination, so a remainder shorter than a full period becomes a short front stub; forward generation rolls from the effective date and leaves a short back stub. Anchor dates are adjusted with convention; duplicates after adjustment collapse.

pub fn year_fractions( &self, valuation: NaiveDate, day_count: DayCountConvention, ) -> Vec<f64>

Year fractions of every schedule date from valuation under the given day count.

pub fn len(&self) -> usize

pub fn is_empty(&self) -> bool

Trait Implementations

impl Clone for Schedule

fn clone(&self) -> Schedule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Schedule

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

Formats the value using the given formatter.

impl Eq for Schedule

impl PartialEq for Schedule

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Schedule