Enum CliquetStyle 

pub enum CliquetStyle {
    Standard,
    Reverse {
        coupon: f64,
    },
    Napoleon {
        coupon: f64,
    },
}

Payoff family on the reset schedule.

Variants

Standard

Sum of locally clamped returns (the classic cliquet; local floor 0 = ratchet).

Reverse

Reverse cliquet: a headline coupon eroded by the negative period returns, coupon + sum_i min(R_i, 0) — conventionally sold with global_floor = 0. Ignores the local clamp fields.

Fields

coupon: f64

Napoleon

Napoleon: a coupon plus the worst period return, coupon + min_i R_i — conventionally global_floor = 0. Ignores the local clamp fields.

Fields

coupon: f64

Trait Implementations

impl Clone for CliquetStyle

fn clone(&self) -> CliquetStyle

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CliquetStyle

impl Debug for CliquetStyle

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

Formats the value using the given formatter.

impl PartialEq for CliquetStyle

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for CliquetStyle