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FinancingRates

rustrade_execution::holding_cost

Struct FinancingRates 

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#[non_exhaustive]
pub struct FinancingRates {
    pub long: RateSeries,
    pub short: RateSeries,
}
Expand description

The annualised rates a FinancingModel charges one instrument: one for a long, one for a short.

Each is what the position pays; a negative rate is received. A CFD provider typically charges a long a benchmark rate plus its markup, and a short the benchmark less its markup, which a short receives while it is positive.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§long: RateSeries

The annualised rate a long pays.

§short: RateSeries

The annualised rate a short pays; negative when it receives.

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impl FinancingRates

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pub fn new(long: RateSeries, short: RateSeries) -> Self

The rates a long and a short pay.

Trait Implementations§

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impl Clone for FinancingRates

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

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

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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 FinancingRates

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for FinancingRates

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Eq for FinancingRates

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impl PartialEq for FinancingRates

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for FinancingRates

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for FinancingRates

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