Enum Convention

pub enum Convention {
    Act365F = 0,
    Act360 = 1,
    Thirty360 = 2,
    ThirtyU360 = 3,
    ThirtyE360 = 4,
    ThirtyE360ISDA = 5,
    YearsAct365F = 6,
    YearsAct360 = 7,
    YearsMonths = 8,
    One = 9,
    ActActISDA = 10,
    ActActICMA = 11,
    Bus252 = 12,
    ActActICMAStubAct365F = 13,
}

Specifier for day count conventions

Variants

Act365F = 0

Actual days in period divided by 365.

Act360 = 1

Actual days in period divided by 360.

Thirty360 = 2

30 days in month and 360 days in year with month end modification rules.

• Start day is min(30, start day).
• End day is min(30, end day) if start day is 30.

ThirtyU360 = 3

30 days in month and 360 days in year with month end modification rules.

• Start day is min(30, start day) or 30 if start day is EoM February and roll is EoM.
• End day is min(30, end day) if start day is 30, or 30 if start and end are EoM February and roll is EoM.

For dcf: requires frequency with a RollDay for February EoM adjustment.

ThirtyE360 = 4

30 days in month and 360 days in year with month end modification rules.

• Start day is min(30, start day).
• End day is min(30, end day).

ThirtyE360ISDA = 5

30 days in month and 360 days in year with month end modification rules.

• Start day is min(30, start day) or 30 if start day is February EoM.
• End day is min(30, end day) or 30 if end day is February EoM and not Leg termination.

For dcf: requires termination for February EoM adjustments.

YearsAct365F = 6

Number of whole years plus fractional end period according to ‘Act365F’.

YearsAct360 = 7

Number of whole years plus fractional end period according to ‘Act360’.

YearsMonths = 8

Number of whole years plus fractional counting months difference divided by 12.

One = 9

Return 1.0 for any period.

ActActISDA = 10

Actual days divided by actual days with leap year modification rules.

ActActICMA = 11

Day count based on Frequency definition.

For dcf: requires frequency and stub in all cases. If a stub period further requires termination, calendar and adjuster to accurately evaluate the fractional part of a period.

Bus252 = 12

Number of business days in period divided by 252.

For dcf: a calendar is required. If not given, a Calendar will attempt to be sourced from the frequency if given a BusDays variant.

ActActICMAStubAct365F = 13

ActActICMA falling back to Act365F in stub periods.

For dcf: requires the same arguments as ActActICMA variant.

Implementations

impl Convention

pub fn dcf( &self, start: &NaiveDateTime, end: &NaiveDateTime, termination: Option<&NaiveDateTime>, frequency: Option<&Frequency>, stub: Option<bool>, calendar: Option<&Calendar>, adjuster: Option<&Adjuster>, ) -> Result<f64, PyErr>

Trait Implementations

impl Clone for Convention

fn clone(&self) -> Convention

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Convention

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Convention

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for Convention

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for Convention

type Target = Convention

The Python output type

type Output = Bound<'py, <Convention as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl JSON for Convention

fn to_json(&self) -> Result<String>

Return a JSON string representing the object.

fn from_json(json: &str) -> Result<Self>

Create an object from a JSON string representation.

impl PartialEq for Convention

fn eq(&self, other: &Convention) -> 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 PyClass for Convention

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for Convention

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<Convention>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::ImmutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<Convention> for PyClassImplCollector<Convention>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a Convention

type Holder = Option<PyRef<'py, Convention>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<Convention> for PyClassImplCollector<Convention>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for Convention

const NAME: &'static str = "Convention"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for Convention

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 Convention

impl StructuralPartialEq for Convention