Enum Duration 

pub enum Duration {
    Simple,
    Macaulay,
    Modified,
}

The duration convention CashFlows::duration computes.

Variants

Simple

sum(t_i c_i B(t_i)) / sum(c_i B(t_i)), the discounted-time average.

Macaulay

(1 + y / N) times the Modified duration, defined only for a compounded yield.

Modified

-(1 / P) dP/dy.

Trait Implementations

impl Clone for Duration

fn clone(&self) -> Duration

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Duration

impl Debug for Duration

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

Formats the value using the given formatter.

impl Display for Duration

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

Renders the QuantLib label of duration.cpp’s operator<<.

impl Eq for Duration

impl Hash for Duration

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 Duration

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Duration