Enum FloatFixingMethod

pub enum FloatFixingMethod {
    RFRPaymentDelay {},
    RFRObservationShift(i32),
    RFRLockout(i32),
    RFRLookback(i32),
    RFRPaymentDelayAverage {},
    RFRObservationShiftAverage(i32),
    RFRLockoutAverage(i32),
    RFRLookbackAverage(i32),
    IBOR(i32),
}

Specifier for date adjustment rules.

Variants

RFRPaymentDelay

RFR periods are settled with cashflow dates determined (separately as part of a Schedule) with a lag.

RFRObservationShift(i32)

RFR fixings and associated DCFs use values taken from ‘n’ business days prior.

RFRLockout(i32)

The final ‘n’ RFR fixings’ values are taken as the most recent published value.

RFRLookback(i32)

RFR fixings use values taken from ‘n’ business days prior (no DCF shift).

RFRPaymentDelayAverage

Uses arithmetic averaging instead compounding on the RFRPaymentDelay method.

RFRObservationShiftAverage(i32)

Uses arithmetic averaging instead compounding on the RFRObservationShift method.

RFRLockoutAverage(i32)

Uses arithmetic averaging instead compounding on the RFRLockout method.

RFRLookbackAverage(i32)

Uses arithmetic averaging instead compounding on the RFRLookback method.

IBOR(i32)

Uses a tenor IBOR type rate calculation with the fixing lagged by ‘n’ business days.

Implementations

impl FloatFixingMethod

pub fn method_param(&self) -> i32

Return a fixing lag parameter associated with the variant.

Trait Implementations

impl Clone for FloatFixingMethod

fn clone(&self) -> FloatFixingMethod

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for FloatFixingMethod

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for FloatFixingMethod

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for FloatFixingMethod

fn eq(&self, other: &FloatFixingMethod) -> 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 Serialize for FloatFixingMethod

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for FloatFixingMethod

impl StructuralPartialEq for FloatFixingMethod