Enum Compounding 

pub enum Compounding {
    Continuous,
    Periodic(NonZeroU32),
    Simple,
}

Compounding convention used to translate a yield into a discount factor or to compose forward rates.

Periodic(n) covers the common cases:

• Periodic(NonZeroU32::new(1).unwrap()) — annual compounding, (1+r)^t.
• Periodic(NonZeroU32::new(2).unwrap()) — semi-annual, (1+r/2)^(2t).
• Periodic(NonZeroU32::new(12).unwrap()) — monthly.
• Periodic(NonZeroU32::new(252).unwrap()) — Brazilian business-day convention (one compounding per business day).

Variants

Continuous

Continuous compounding: DF = exp(-r*t).

Periodic(NonZeroU32)

Periodic compounding n times per year: DF = (1 + r/n)^(-n*t).

Simple

Simple (linear) interest: DF = 1 / (1 + r*t).

Implementations

impl Compounding

pub fn annual() -> Self

Convenience constructor for annual compounding (Periodic(1)).

pub fn semi_annual() -> Self

Convenience constructor for semi-annual compounding (Periodic(2)).

Trait Implementations

impl Clone for Compounding

fn clone(&self) -> Compounding

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Compounding

impl Debug for Compounding

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

Formats the value using the given formatter.

impl Eq for Compounding

impl PartialEq for Compounding

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for Compounding