Struct BondSpec 

pub struct BondSpec {
    pub face_value: f64,
    pub coupon_rate: f64,
    pub frequency: u32,
    pub issue: Date,
    pub maturity: Date,
    pub day_count: DayCountConvention,
    pub stub: ScheduleStub,
    pub business_day_convention: BusinessDayConvention,
}

The terms a consumer supplies so this crate can build a bond’s schedule and value it.

This is the data contract between a consuming application and kestrel-chartkit, and it is drawn along one line: the consumer owns what the instrument is, this crate owns what follows from it. A consumer reads these fields from wherever its product master lives and hands them over; it does not compute coupon dates, accrual or prices itself, and this crate does not go looking for instrument data.

What is deliberately not in here:

• Holidays. They are market data with their own validity — announced, moved and revised per market and year — so they are passed to BondSpec::build as a BusinessCalendar rather than frozen into the instrument’s terms.
• Currency, multiplier and quantity steps. Those belong to ContractSpec. Repeating them here would create a second truth about the same instrument.
• Market prices and yields. They are observations, not terms, and are passed per valuation.

The day count has no default: it decides every coupon amount and every accrual, and a silently assumed one would be wrong more often than right.

Fields

face_value: f64

Redeemed at maturity, and the base of every coupon.

coupon_rate: f64

Annual coupon rate as a fraction, e.g. 0.05 for 5%.

frequency: u32

Coupon payments per year; must divide 12 evenly.

issue: Date

Start of the first accrual period — usually the issue or dated date, not the settlement of a later trade.

maturity: Date

day_count: DayCountConvention

Governs coupon amounts, accrued interest and discounting alike.

stub: ScheduleStub

Where an irregular period sits, if the dates do not divide evenly.

business_day_convention: BusinessDayConvention

How payment dates move off non-business days. The accrual dates never move.

Implementations

impl BondSpec

pub fn new( face_value: f64, coupon_rate: f64, frequency: u32, issue: Date, maturity: Date, day_count: DayCountConvention, ) -> Self

The terms every bond needs. Stub placement and business-day handling take their documented defaults (ScheduleStub::ShortFirst, BusinessDayConvention::Unadjusted) and are set with BondSpec::with_stub and BondSpec::with_business_day_convention.

pub fn with_stub(self, stub: ScheduleStub) -> Self

pub fn with_business_day_convention( self, convention: BusinessDayConvention, ) -> Self

pub fn schedule( &self, calendar: &BusinessCalendar, ) -> Result<CouponSchedule, FinanceError>

The coupon schedule these terms describe, against the holidays of the market it trades in.

pub fn build( &self, calendar: &BusinessCalendar, ) -> Result<FixedRateBond, FinanceError>

The valuable instrument these terms describe. Rejects the same inputs CouponSchedule::generate and FixedRateBond::new reject, so a consumer finds a bad product record here rather than in a price.

Trait Implementations

impl Clone for BondSpec

fn clone(&self) -> BondSpec

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BondSpec

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BondSpec

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for BondSpec

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for BondSpec

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 BondSpec