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hub / github.com/MarcusRainbow/QuantMath / fix

Method fix

src/instruments/mod.rs:119–122  ·  view source on GitHub ↗

Transforms the instrument, given a fixing table. For example, a forward- starting European may transform to a spot-starting one. Most instruments are unaffected by fixings. These instruments simply return None, as do any that happen to be unaffected by the particular fixings supplied. This is the default implementation.

(&self, _fixing_table: &FixingTable)

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Callers 1

fix_allFunction · 0.45

Implementers 4

bonds.rssrc/instruments/bonds.rs
basket.rssrc/instruments/basket.rs
assets.rssrc/instruments/assets.rs
options.rssrc/instruments/options.rs

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