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hub / github.com/MarcusRainbow/QuantMath / Dateable

Interface Dateable

src/instruments/mod.rs:381–384  ·  view source on GitHub ↗

Some instruments such as equities or fx rates have no expiry date. You can trade in or out of them at any time. Similarly, you can trade into a constant maturity swap at any time. In order to price them, you need to know the date they are being traded. We call these instruments Dateable, because the date can be set at any time.

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