Struct PyHullWhiteLattice 

pub(crate) struct PyHullWhiteLattice {
    inner: HullWhiteLattice<f64>,
}

The Hull-White trinomial lattice, built and curve-fitted on construction.

The grid runs from the curve’s reference date to horizon at steps_per_year, with every mandatory date placed on a slice exactly.

Fields

inner: HullWhiteLattice<f64>

Implementations

impl PyHullWhiteLattice

fn new( model: &PyHullWhite, curve: &PyDiscountCurve, horizon: NaiveDate, steps_per_year: u32, mandatory: Option<Vec<NaiveDate>>, ) -> PyResult<Self>

fn n_steps(&self) -> usize

The number of steps; there are n_steps + 1 slices.

fn dates(&self) -> Vec<NaiveDate>

The slice dates, the reference date first.

fn times(&self) -> Vec<f64>

The slice times in years from the reference date.

fn step_of(&self, date: NaiveDate) -> Option<usize>

The slice index of date: exact on a grid date, else the nearest slice, or None outside the grid.

fn levels(&self, step: usize) -> PyResult<Vec<i64>>

The node levels j at step, from −half_width to half_width.

fn node_rate(&self, step: usize, level: i64) -> PyResult<f64>

The short rate at node (step, level).

fn discount_bond(&self, maturity: NaiveDate, oas: f64) -> PyResult<f64>

A unit payment at maturity rolled back to the root under a continuously compounded spread oas — the lattice’s discount factor.

fn __repr__(&self) -> String

impl PyHullWhiteLattice

fn check_step(&self, step: usize) -> PyResult<()>

Trait Implementations

impl DerefToPyAny for PyHullWhiteLattice

impl IntoPy<Py<PyAny>> for PyHullWhiteLattice

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PyClass for PyHullWhiteLattice

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyHullWhiteLattice

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PyHullWhiteLattice>

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<PyHullWhiteLattice> for PyClassImplCollector<PyHullWhiteLattice>

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

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyHullWhiteLattice

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

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

impl PyMethods<PyHullWhiteLattice> for PyClassImplCollector<PyHullWhiteLattice>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyHullWhiteLattice

const NAME: &'static str = "HullWhiteLattice"

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

Returns the safe abstraction over the type object.

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

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

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

Checks if object is an instance of this type.