Enum fefix::definitions::fix43::YieldType [−][src]
pub enum YieldType {
Show 37 variants
TrueYieldTheYieldCalculatedWithCouponDatesMovedFromAWeekendOrHolidayToTheNextValidSettlementDate,
PreviousCloseYieldTheYieldOfABondBasedOnTheClosingPrice1DayAgo,
YieldToLongestAverage,
YieldToLongestAverageLifeTheYieldAssumingOnlyMandatorySinksAreTakenThisResultsInALowerPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDate,
YieldToMaturityTheYieldOfABondToItsMaturityDate,
MarkToMarketYieldAnAdjustmentInTheValuationOfASecuritiesPortfolioToReflectTheCurrentMarketValuesOfTheRespectiveSecuritiesInThePortfolio,
OpenAverageYieldTheAverageYieldOfTheRespectiveSecuritiesInThePortfolio,
YieldToNextPutTheYieldToTheDateAtWhichTheBondHolderCanNextPutTheBondToTheIssuer,
ProceedsYieldTheCdEquivalentYieldWhenTheRemainingTimeToMaturityIsLessThanTwoYears,
SemiAnnualYieldTheYieldOfABondWhoseCouponPaymentsAreReinvestedSemiAnnually,
YieldToShortestAverageLifeSameAsAvglifeAbove,
YieldToShortestAverage,
SimpleYieldTheYieldOfABondAssumingNoReinvestmentOfCouponPayments,
YieldToTenderDateTheYieldOnAMunicipalBondToItsMandatoryTenderDate,
YieldValueOf132TheAmountThatTheYieldWillChangeForA132ndChangeInPrice,
YieldToWorstConventionTheLowestYieldToAllPossibleRedemptionDateScenarios,
TaxEquivalentYieldTheAfterTaxYieldGrossedUpByTheMaximumFederalTaxRateOf396ForComparisonToTaxableYields,
AnnualYieldTheAnnualInterestOrDividendIncomeAnInvestmentEarnsExpressedAsAPercentageOfTheInvestmentsTotalValue,
ClosingYieldMostRecentYearTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentYearsEnd,
YieldToNextRefund,
AfterTaxYield,
YieldAtIssue,
YieldToAverageLifeTheYieldAssumingThatAllSinks,
YieldToAverageMaturityTheYieldAchievedBySubstitutingABondsAverageMaturityForTheIssuesFinalMaturityDate,
BookYieldTheYieldOfASecurityCalculatedByUsingItsBookValueInsteadOfTheCurrentMarketPriceThisTermIsTypicallyUsedInTheUsDomesticMarket,
YieldToNextCallTheYieldOfABondToTheNextPossibleCallDate,
YieldChangeSinceCloseTheChangeInTheYieldSinceThePreviousDaysClosingYield,
CompoundYieldTheYieldOfCertainJapaneseBondsBasedOnItsPriceCertainJapaneseBondsHaveIrregularFirstOrLastCouponsAndTheYieldIsCalculatedCompoundForTheseIrregularPeriods,
CurrentYieldAnnualInterestOnABondDividedByTheMarketValueTheActualIncomeRateOfReturnAsOpposedToTheCouponRateExpressedAsAPercentage,
TrueGrossYieldYieldCalculatedUsingThePriceIncludingAccruedInterestWhereCouponDatesAreMovedFromHolidaysAndWeekendsToTheNextTradingDay,
GovernmentEquivalentYieldAskYieldBasedOnSemiAnnualCouponsCompoundingInAllPeriodsAndActualActualCalendar,
YieldWithInflationAssumptionBasedOnPriceTheReturnAnInvestorWouldRequireOnANormalBondThatWouldMakeTheRealReturnEqualToThatOfTheInflationIndexedBondAssumingAConstantInflationRate,
InverseFloaterBondYieldInverseFloaterSemiAnnualBondEquivalentRate,
ClosingYieldMostRecentQuarterTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentQuartersEnd,
MostRecentClosingYieldTheLastAvailableYieldStoredInHistoryComputedUsingPrice,
ClosingYieldMostRecentMonthTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentMonthsEnd,
ClosingYieldTheYieldOfABondBasedOnTheClosingPrice,
}fix43 only.Expand description
Field type variants for YieldType.
Variants
Field variant ‘TRUE’.
Field variant ‘PREVCLOSE’.
Field variant ‘LONGEST’.
YieldToLongestAverageLifeTheYieldAssumingOnlyMandatorySinksAreTakenThisResultsInALowerPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDateField variant ‘LONGAVGLIFE’.
Field variant ‘MATURITY’.
MarkToMarketYieldAnAdjustmentInTheValuationOfASecuritiesPortfolioToReflectTheCurrentMarketValuesOfTheRespectiveSecuritiesInThePortfolioField variant ‘MARK’.
Field variant ‘OPENAVG’.
Field variant ‘PUT’.
Field variant ‘PROCEEDS’.
Field variant ‘SEMIANNUAL’.
Field variant ‘SHORTAVGLIFE’.
Field variant ‘SHORTEST’.
Field variant ‘SIMPLE’.
Field variant ‘TENDER’.
Field variant ‘VALUE1/32’.
Field variant ‘WORST’.
TaxEquivalentYieldTheAfterTaxYieldGrossedUpByTheMaximumFederalTaxRateOf396ForComparisonToTaxableYieldsField variant ‘TAXEQUIV’.
AnnualYieldTheAnnualInterestOrDividendIncomeAnInvestmentEarnsExpressedAsAPercentageOfTheInvestmentsTotalValueField variant ‘ANNUAL’.
Field variant ‘LASTYEAR’.
Field variant ‘NEXTREFUND’.
Field variant ‘AFTERTAX’.
Field variant ‘ATISSUE’.
Field variant ‘AVGLIFE’.
YieldToAverageMaturityTheYieldAchievedBySubstitutingABondsAverageMaturityForTheIssuesFinalMaturityDateField variant ‘AVGMATURITY’.
BookYieldTheYieldOfASecurityCalculatedByUsingItsBookValueInsteadOfTheCurrentMarketPriceThisTermIsTypicallyUsedInTheUsDomesticMarketField variant ‘BOOK’.
Field variant ‘CALL’.
Field variant ‘CHANGE’.
CompoundYieldTheYieldOfCertainJapaneseBondsBasedOnItsPriceCertainJapaneseBondsHaveIrregularFirstOrLastCouponsAndTheYieldIsCalculatedCompoundForTheseIrregularPeriodsField variant ‘COMPOUND’.
CurrentYieldAnnualInterestOnABondDividedByTheMarketValueTheActualIncomeRateOfReturnAsOpposedToTheCouponRateExpressedAsAPercentageField variant ‘CURRENT’.
TrueGrossYieldYieldCalculatedUsingThePriceIncludingAccruedInterestWhereCouponDatesAreMovedFromHolidaysAndWeekendsToTheNextTradingDayField variant ‘GROSS’.
GovernmentEquivalentYieldAskYieldBasedOnSemiAnnualCouponsCompoundingInAllPeriodsAndActualActualCalendarField variant ‘GOVTEQUIV’.
YieldWithInflationAssumptionBasedOnPriceTheReturnAnInvestorWouldRequireOnANormalBondThatWouldMakeTheRealReturnEqualToThatOfTheInflationIndexedBondAssumingAConstantInflationRateField variant ‘INFLATION’.
Field variant ‘INVERSEFLOATER’.
Field variant ‘LASTQUARTER’.
Field variant ‘LASTCLOSE’.
Field variant ‘LASTMONTH’.
Field variant ‘CLOSE’.
Trait Implementations
type SerializeSettings = ()
type SerializeSettings = ()
A type with values that customize the serialization algorithm, e.g. padding information. Read more
fn serialize_with<B>(
&self,
buffer: &mut B,
_settings: Self::SerializeSettings
) -> usize where
B: Buffer,
fn serialize_with<B>(
&self,
buffer: &mut B,
_settings: Self::SerializeSettings
) -> usize where
B: Buffer,
Writes self to buffer using custom serialization settings.
Parses and deserializes from data.
Writes self to buffer using default settings.
Like FixValue::deserialize, but it’s allowed to skip some amount of
input checking. Invalid inputs might not trigger errors and instead be
deserialized as random values. Read more
Auto Trait Implementations
impl RefUnwindSafe for YieldType
impl UnwindSafe for YieldType
Blanket Implementations
Mutably borrows from an owned value. Read more