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HedgingInstrument

Struct HedgingInstrument 

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pub struct HedgingInstrument {
Show 13 fields pub id: String, pub instrument_type: HedgeInstrumentType, pub notional_amount: Decimal, pub currency: String, pub currency_pair: Option<String>, pub fixed_rate: Option<Decimal>, pub floating_index: Option<String>, pub strike_rate: Option<Decimal>, pub trade_date: NaiveDate, pub maturity_date: NaiveDate, pub counterparty: String, pub fair_value: Decimal, pub status: InstrumentStatus,
}
Expand description

A hedging instrument (derivative contract).

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§id: String

Unique instrument identifier

§instrument_type: HedgeInstrumentType

Type of derivative

§notional_amount: Decimal

Notional / face amount

§currency: String

Primary currency

§currency_pair: Option<String>

Currency pair for FX instruments (e.g., “EUR/USD”)

§fixed_rate: Option<Decimal>

Fixed rate (for swaps, forwards)

§floating_index: Option<String>

Floating rate index name (e.g., “SOFR”, “EURIBOR”)

§strike_rate: Option<Decimal>

Strike rate for options

§trade_date: NaiveDate

Trade date

§maturity_date: NaiveDate

Maturity / expiry date

§counterparty: String

Counterparty name

§fair_value: Decimal

Current fair value (mark-to-market)

§status: InstrumentStatus

Current lifecycle status

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impl HedgingInstrument

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pub fn new( id: impl Into<String>, instrument_type: HedgeInstrumentType, notional_amount: Decimal, currency: impl Into<String>, trade_date: NaiveDate, maturity_date: NaiveDate, counterparty: impl Into<String>, ) -> Self

Creates a new hedging instrument.

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pub fn with_currency_pair(self, pair: impl Into<String>) -> Self

Sets the currency pair.

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

Sets the fixed rate.

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pub fn with_floating_index(self, index: impl Into<String>) -> Self

Sets the floating rate index.

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

Sets the strike rate.

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

Sets the fair value.

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pub fn with_status(self, status: InstrumentStatus) -> Self

Sets the status.

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pub fn is_active(&self) -> bool

Returns true if the instrument is still outstanding.

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pub fn remaining_tenor_days(&self, as_of: NaiveDate) -> i64

Returns the remaining tenor in days from the given date. Returns 0 if the instrument has already matured.

Trait Implementations§

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impl Clone for HedgingInstrument

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fn clone(&self) -> HedgingInstrument

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for HedgingInstrument

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for HedgingInstrument

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for HedgingInstrument

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl ToNodeProperties for HedgingInstrument

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fn node_type_name(&self) -> &'static str

Entity type name (snake_case), e.g. "uncertain_tax_position".
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fn node_type_code(&self) -> u16

Numeric entity type code for registry, e.g. 416.
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fn to_node_properties(&self) -> HashMap<String, GraphPropertyValue>

Convert all fields to a property map with camelCase keys.

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
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fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,