Struct CfdSwapModule 

pub struct CfdSwapModule { /* private fields */ }

Simulates daily CFD swap adjustments at a configurable UTC rollover time.

Implementations

impl CfdSwapModule

pub fn new( rates: Vec<CfdSwapRate>, rollover_time: Time, triple_roll_weekday: Weekday, ) -> Self

Creates a new CFD swap module.

Rates are signed daily fractions of settlement notional. Later entries replace earlier entries for the same instrument.

Trait Implementations

impl Clone for CfdSwapModule

fn clone(&self) -> CfdSwapModule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CfdSwapModule

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

Formats the value using the given formatter.

impl SimulationModule for CfdSwapModule

fn pre_process(&self, _data: &Data) -> Result<()>

Pre-processes market data before matching engine processing.

fn process( &self, ts_now: UnixNanos, ctx: &ExchangeContext<'_>, ) -> Result<SimulationModuleResult>

Processes simulation logic at the given timestamp.

fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]) -> Result<()>

Acknowledges the ordered application outcomes for a completed batch.

fn log_diagnostics(&self) -> Result<()>

Logs diagnostic information about the module’s state.

fn reset(&self) -> Result<()>

Resets the module to its initial state.