Enum DayCountConvention 

pub enum DayCountConvention {
    Actual360,
    Actual365Fixed,
    Thirty360,
    ActualActualISDA,
}

Financial day-count convention determining the fraction of a year between two dates.

Variants

Actual360

Money market convention: Actual calendar days divided by 360.

Actual365Fixed

Fixed year convention: Actual calendar days divided by 365.

Thirty360

30/360 Bond Basis: 360 · (Y2 - Y1) + 30 · (M2 - M1) + (D2 - D1) days over 360, where a start day of 31 counts as 30 and an end day of 31 counts as 30 once the start day is 30 or 31. There is no separate end-of-February rule.

ActualActualISDA

Actual/Actual ISDA: Splits leap years and normal years proportionally.

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 Hash for DayCountConvention

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

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