Struct PySurvivalCurve 

pub struct PySurvivalCurve {
    pub(crate) inner: Arc<Survival>,
    pub(crate) provenance: Option<Arc<CurveProvenance>>,
    pub(crate) refit: Option<Arc<SurvivalRefit>>,
}

A survival curve: an issuer’s or an index’s probability of surviving to a date.

Fields

inner: Arc<Survival>

provenance: Option<Arc<CurveProvenance>>

The ladder the curve was bootstrapped from, when it was; carried into with_credit_curve so a par-basis reading on the credit axis can flip through it, exactly as a DiscountCurve carries its own.

refit: Option<Arc<SurvivalRefit>>

What the curve was calibrated from, when it was; carried into with_credit_curve so quote-held recovery risk can solve it again.

Implementations

impl PySurvivalCurve

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

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

Builds a piecewise curve from (date, survival_probability) pillars.

pub(crate) fn default_density( reference: NaiveDate, nodes: Vec<(NaiveDate, f64)>, day_count: Option<Named<DayCountFraction>>, ) -> PyResult<Self>

A curve stated by its default density: (date, density) nodes, the first on reference, the density linear between them and flat past the last; survival is one less its integral.

pub(crate) fn flat_hazard( reference: NaiveDate, hazard: f64, day_count: Option<Named<DayCountFraction>>, ) -> PyResult<Self>

A curve with one constant hazard rate.

pub(crate) fn survival(&self, at: NaiveDate) -> PyResult<f64>

The probability of surviving to a date.

pub(crate) fn hazard_rate(&self, at: NaiveDate) -> PyResult<f64>

The instantaneous hazard rate −d/dt ln S at a date.

pub(crate) fn density_at(&self, at: NaiveDate) -> PyResult<f64>

The default density h·S at a date; default_density is the constructor from densities.

Trait Implementations

impl Clone for PySurvivalCurve

fn clone(&self) -> PySurvivalCurve

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PySurvivalCurve

impl IntoPy<Py<PyAny>> for PySurvivalCurve

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

Performs the conversion.

impl PyClass for PySurvivalCurve

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PySurvivalCurve

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<PySurvivalCurve>

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<PySurvivalCurve> for PyClassImplCollector<PySurvivalCurve>

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

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

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

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

impl PyMethods<PySurvivalCurve> for PyClassImplCollector<PySurvivalCurve>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PySurvivalCurve

const NAME: &'static str = "SurvivalCurve"

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.