Struct FXRolloverInterestModule 

pub struct FXRolloverInterestModule { /* private fields */ }

Simulates FX rollover (swap) interest applied at 5 PM US/Eastern daily.

When holding FX positions overnight, the interest rate differential between the two currencies is credited or debited. Wednesday and Friday rollovers are tripled (Wednesday for T+2 settlement, Friday for the weekend).

Implementations

impl FXRolloverInterestModule

pub fn new(records: Vec<InterestRateRecord>) -> Result<Self>

Creates a new FX rollover interest module.

Records with unsupported location codes are ignored.

Errors

Returns an error if any interest rate is not finite.

Trait Implementations

impl Clone for FXRolloverInterestModule

fn clone(&self) -> FXRolloverInterestModule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FXRolloverInterestModule

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

Formats the value using the given formatter.

impl DerefToPyAny for FXRolloverInterestModule

impl PyClass for FXRolloverInterestModule

const NAME: &str = "FXRolloverInterestModule"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for FXRolloverInterestModule

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = true

#[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)]

const RAW_DOC: &'static CStr = /// Simulates FX rollover (swap) interest applied at 5 PM US/Eastern daily. /// /// When holding FX positions overnight, the interest rate differential /// between the two currencies is credited or debited. Wednesday and Friday /// rollovers are tripled (Wednesday for T+2 settlement, Friday for the weekend).

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<FXRolloverInterestModule as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<FXRolloverInterestModule>

Description of how this class is laid out in memory

type BaseType = PySimulationModule

Base class

type ThreadChecker = ThreadCheckerImpl

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForFXRolloverInterestModule

type PyClassMutability = <<PySimulationModule as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

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 = <<FXRolloverInterestModule as PyClassImpl>::BaseType as PyClassBaseType>::BaseNativeType

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

fn items_iter() -> PyClassItemsIter

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

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for FXRolloverInterestModule

const TEXT_SIGNATURE: &'static str = "(records)"

impl PyStubType for FXRolloverInterestModule

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for FXRolloverInterestModule

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

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 SimulationModule for FXRolloverInterestModule

fn pre_process(&self, _data: &Data) -> Result<()>

Pre-processes market data before matching engine processing.

fn process( &self, ts_now: UnixNanos, ctx: &ExchangeContext<'_>, ) -> Result<SimulationModuleResult>

Processes simulation logic at the given timestamp.

fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]) -> Result<()>

Acknowledges the ordered application outcomes for a completed batch.

fn log_diagnostics(&self) -> Result<()>

Logs diagnostic information about the module’s state.

fn reset(&self) -> Result<()>

Resets the module to its initial state.