IRRiskConfig

rustkernel_treasury::interest_rate

Struct IRRiskConfig 

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pub struct IRRiskConfig {
    pub valuation_date: u64,
    pub market_rate: f64,
    pub compounding_frequency: u32,
    pub gap_buckets: Vec<GapBucketDef>,
}
Expand description

Interest rate risk configuration.

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§valuation_date: u64

Valuation date (Unix timestamp).

§market_rate: f64

Current market rate.

§compounding_frequency: u32

Compounding frequency per year.

§gap_buckets: Vec<GapBucketDef>

Gap analysis buckets.

Trait Implementations§

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impl Clone for IRRiskConfig

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fn clone(&self) -> IRRiskConfig

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for IRRiskConfig

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

Formats the value using the given formatter. Read more
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impl Default for IRRiskConfig

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fn default() -> Self

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

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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