Struct FloatingRateNoteBuilder 

pub struct FloatingRateNoteBuilder { /* private fields */ }

Builder for FloatingRateNote.

Implementations

impl FloatingRateNoteBuilder

pub fn new() -> Self

Creates a new builder.

pub fn identifiers(self, ids: BondIdentifiers) -> Self

Sets the bond identifiers.

pub fn cusip(self, cusip: &str) -> Result<Self, IdentifierError>

Sets the CUSIP identifier with validation.

pub fn cusip_unchecked(self, cusip: &str) -> Self

Sets the CUSIP identifier without validation.

pub fn isin_unchecked(self, isin: &str) -> Self

Sets the ISIN identifier.

pub fn index(self, index: RateIndex) -> Self

Sets the reference rate index.

pub fn sofr_convention(self, convention: SOFRConvention) -> Self

Sets the SOFR compounding convention.

pub fn spread_bps(self, bps: i32) -> Self

Sets the spread in basis points.

pub fn spread_decimal(self, spread: Decimal) -> Self

Sets the spread as a decimal.

pub fn maturity(self, date: Date) -> Self

Sets the maturity date.

pub fn issue_date(self, date: Date) -> Self

Sets the issue date.

pub fn frequency(self, freq: Frequency) -> Self

Sets the payment frequency.

pub fn day_count(self, dc: DayCountConvention) -> Self

Sets the day count convention.

pub fn reset_lag(self, days: i32) -> Self

Sets the reset lag in business days.

pub fn payment_delay(self, days: u32) -> Self

Sets the payment delay in business days.

pub fn cap(self, rate: Decimal) -> Self

Sets the rate cap.

pub fn floor(self, rate: Decimal) -> Self

Sets the rate floor.

pub fn settlement_days(self, days: u32) -> Self

Sets the settlement days.

pub fn calendar(self, calendar: CalendarId) -> Self

Sets the calendar.

pub fn currency(self, currency: Currency) -> Self

Sets the currency.

pub fn face_value(self, value: Decimal) -> Self

Sets the face value.

pub fn us_treasury_frn(self) -> Self

Applies US Treasury FRN conventions.

• Index: SOFR
• Convention: Simple average with 2-day lookback
• Day count: ACT/360
• Frequency: Quarterly
• Settlement: T+1

pub fn corporate_sofr(self) -> Self

Applies corporate SOFR FRN conventions.

• Index: SOFR
• Convention: Compounded in arrears with 5-day lookback
• Day count: ACT/360
• Frequency: Quarterly
• Settlement: T+2

pub fn uk_sonia_frn(self) -> Self

Applies UK SONIA FRN conventions.

• Index: SONIA
• Day count: ACT/365F
• Frequency: Quarterly
• Settlement: T+1

pub fn estr_frn(self) -> Self

Applies €STR FRN conventions.

• Index: €STR
• Day count: ACT/360
• Frequency: Quarterly
• Settlement: T+2

pub fn euribor_frn(self, tenor: Tenor) -> Self

Applies EURIBOR FRN conventions.

• Day count: ACT/360
• Frequency: Based on tenor (monthly for 1M, quarterly for 3M, semi-annual for 6M, annual for 12M)
• Settlement: T+2

pub fn build(self) -> BondResult<FloatingRateNote>

Builds the FloatingRateNote.

Trait Implementations

impl Clone for FloatingRateNoteBuilder

fn clone(&self) -> FloatingRateNoteBuilder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FloatingRateNoteBuilder

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

Formats the value using the given formatter.

impl Default for FloatingRateNoteBuilder

fn default() -> FloatingRateNoteBuilder

Returns the “default value” for a type.