Skip to main content

FixedVsFloatingSwapResults

libitofin::instruments

Struct FixedVsFloatingSwapResults 

Source 
pub struct FixedVsFloatingSwapResults {
    pub swap: SwapResults,
    pub fair_rate: Option<Rate>,
    pub fair_spread: Option<Spread>,
}
Expand description

Results returned by a fixed-vs-floating swap engine (the C++ FixedVsFloatingSwap::results, which derives from Swap::results).

Fields§

§swap: SwapResults

The swap-level results (leg NPVs, BPS and discounts).

§fair_rate: Option<Rate>

The fair fixed rate that zeroes the swap NPV.

§fair_spread: Option<Spread>

The fair spread over the floating index that zeroes the swap NPV.

Trait Implementations§

Source§

impl Default for FixedVsFloatingSwapResults

Source§

fn default() -> FixedVsFloatingSwapResults

Returns the “default value” for a type. Read more
Source§

impl Results for FixedVsFloatingSwapResults

Source§

fn reset(&mut self)

Clears the results ahead of a calculation.
Source§

fn as_instrument_results(&self) -> Option<&InstrumentResults>

The instrument-level slice of the bundle, when the bundle carries one. Read more

Auto Trait Implementations§

Blanket Implementations§

Source§

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

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

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

Mutably borrows from an owned value. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

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

Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

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

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.