Struct PyIndexSkew 

pub struct PyIndexSkew {
    inner: IndexSkew,
}

The skew adjustment of an index’s constituents: one term structure of hazard multipliers every constituent’s curve is scaled by.

Fields

inner: IndexSkew

Implementations

impl PyIndexSkew

fn __repr__(&self) -> String

fn segments(&self) -> Vec<(NaiveDate, f64)>

(pillar, factor) pairs in pillar order: each factor applies from the previous pillar to its own, the last one past it.

fn adjust(&self, curve: &PySurvivalCurve) -> PyResult<PySurvivalCurve>

curve scaled by this skew.

fn adjusted_market( &self, market: &PyMarket, constituents: Vec<(String, f64)>, ) -> PyResult<PyMarket>

market with every constituent re-pinned under its adjusted curve, its recovery kept.

Trait Implementations

impl DerefToPyAny for PyIndexSkew

impl IntoPy<Py<PyAny>> for PyIndexSkew

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

Performs the conversion.

impl PyClass for PyIndexSkew

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyIndexSkew

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<PyIndexSkew>

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<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyIndexSkew

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

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

impl PyMethods<PyIndexSkew> for PyClassImplCollector<PyIndexSkew>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyIndexSkew

const NAME: &'static str = "IndexSkew"

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.