Struct PyCreditVolSurface 

pub struct PyCreditVolSurface {
    pub(crate) inner: CreditVolSurface,
}

The Black volatility of a credit name’s forward CDS spread by option expiry, in years: linear in total variance between quoted expiries, flat beyond them.

Fields

inner: CreditVolSurface

Implementations

impl PyCreditVolSurface

pub(crate) fn __repr__(&self) -> String

pub(crate) fn new(points: Vec<(f64, f64)>) -> PyResult<Self>

Builds a surface from (expiry_years, vol) points in rising expiry order.

pub(crate) fn flat(vol: f64) -> PyResult<Self>

One vol at every expiry.

pub(crate) fn points(&self) -> Vec<(f64, f64)>

The quoted (expiry_years, vol) points, in order.

pub(crate) fn vol(&self, expiry_years: f64) -> f64

The vol at expiry_years.

Trait Implementations

impl Clone for PyCreditVolSurface

fn clone(&self) -> PyCreditVolSurface

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyCreditVolSurface

impl IntoPy<Py<PyAny>> for PyCreditVolSurface

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

Performs the conversion.

impl PyClass for PyCreditVolSurface

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCreditVolSurface

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<PyCreditVolSurface>

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<PyCreditVolSurface> for PyClassImplCollector<PyCreditVolSurface>

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

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

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

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

impl PyMethods<PyCreditVolSurface> for PyClassImplCollector<PyCreditVolSurface>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCreditVolSurface

const NAME: &'static str = "CreditVolSurface"

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.