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Deposit

rustyqlib::rates::deposits

Struct Deposit

pub struct Deposit {
    pub start_date: NaiveDate,
    pub maturity_date: NaiveDate,
    pub valuation_date: NaiveDate,
    pub notional: f64,
    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§fix_rate: f64§day_count: DayCountConvention§business_day_adjustment: i8§term_structure: Option<TermStructure>

Implementations§

impl Deposit

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

pub fn builder( start_date: String, maturity_date: String, _notional: f64, _fix_rate: f64, day_count: String, ) -> Deposit

pub fn get_start_date(&self) -> NaiveDate

pub fn get_notional(&self) -> f64

pub fn get_rate(&self) -> f64

pub fn get_business_day_adjustment(&self) -> i8

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

pub fn get_discount_factor(&self) -> f64

pub fn get_remaining_interest_amount(&self) -> f64

pub fn get_value(&self) -> f64

pub fn get_pv(&self, curve: &TermStructure) -> f64

Trait Implementations§

impl Rates for Deposit

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 Deposit

impl RefUnwindSafe for Deposit

impl Send for Deposit

impl Sync for Deposit

impl Unpin for Deposit

impl UnsafeUnpin for Deposit

impl UnwindSafe for Deposit

Blanket Implementations§

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

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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

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type Init = T

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

Initializes a with the given initializer. Read more

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Dereferences the given pointer. Read more

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

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fn vzip(self) -> V