Enum DayCountConvention 

pub enum DayCountConvention {
    Act365,
    Act360,
    Thirty360,
}

Day count conventions used to convert a pair of dates into a year fraction.

This is the single bridge between calendar dates and the year-fraction times used by crate::core::curves::YieldCurve; instruments carry their own convention and curves carry theirs.

Variants

Act365

Actual days / 365 (fixed)

Act360

Actual days / 360

Thirty360

30/360 US (bond basis)

Implementations

impl DayCountConvention

pub fn year_fraction(&self, start: NaiveDate, end: NaiveDate) -> f64

Year fraction from start to end under this convention. Negative if end is before start.

Trait Implementations

impl Clone for DayCountConvention

fn clone(&self) -> DayCountConvention

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for DayCountConvention

impl Debug for DayCountConvention

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

Formats the value using the given formatter.

impl Default for DayCountConvention

fn default() -> DayCountConvention

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for DayCountConvention

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for DayCountConvention

impl PartialEq for DayCountConvention

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for DayCountConvention

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 DayCountConvention