Struct PySpreadCurve 

pub struct PySpreadCurve {
    pub(crate) inner: Arc<Curve>,
}

A spread curve: a continuously compounded spread over a date, applied on top of the discounting a security is priced on. Dated, its pillars are free parameters and report risk on the security_spread axis; flat, it is declared data and reports none.

Fields

inner: Arc<Curve>

Implementations

impl PySpreadCurve

fn __repr__(&self) -> String

pub(crate) fn new( reference: NaiveDate, pillars: Vec<(NaiveDate, f64)>, ) -> PyResult<Self>

A dated spread from (date, spread) pillars, linear between them and flat beyond the last; every pillar lies after reference.

pub(crate) fn flat(reference: NaiveDate, spread: f64) -> PyResult<Self>

One constant spread, anchored at reference.

fn reference_date(&self) -> NaiveDate

The date the spread is measured from.

fn spread(&self, at: NaiveDate) -> PyResult<f64>

The spread at at, in continuously compounded zero-rate terms.

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

The dated pillars as (date, spread); a flat spread has none.

fn discount(&self, at: NaiveDate) -> PyResult<f64>

The discount factor the spread alone contributes at at: exp(−s·τ).

Trait Implementations

impl Clone for PySpreadCurve

fn clone(&self) -> PySpreadCurve

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PySpreadCurve

impl IntoPy<Py<PyAny>> for PySpreadCurve

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

Performs the conversion.

impl PyClass for PySpreadCurve

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PySpreadCurve

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<PySpreadCurve>

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<PySpreadCurve> for PyClassImplCollector<PySpreadCurve>

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

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

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

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

impl PyMethods<PySpreadCurve> for PyClassImplCollector<PySpreadCurve>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PySpreadCurve

const NAME: &'static str = "SpreadCurve"

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.