Struct PyYieldMoments 

pub(crate) struct PyYieldMoments {
    inner: YieldMoments,
}

A bond’s dirty price and its first two yield derivatives at one yield, from one second-order pricing pass. Every yield-space measure is a ratio of these, so a caller wanting duration, convexity and DV01 together prices once and reads three.

Fields

inner: YieldMoments

Implementations

impl PyYieldMoments

fn dirty_price(&self) -> f64

The dirty price per 100 face.

fn first(&self) -> f64

∂P/∂y.

fn second(&self) -> f64

∂²P/∂y².

fn modified_duration(&self) -> f64

Modified duration −P′/P.

fn convexity(&self) -> f64

Convexity P″/P.

fn dv01(&self) -> f64

DV01 per 100 face.

fn yield_sensitivity(&self) -> f64

∂y/∂P, the implicit-function derivative 1/P′.

fn money_duration(&self, face: f64) -> f64

Money duration at a stated face.

fn money_dv01(&self, face: f64) -> f64

DV01 in money at a stated face.

fn __repr__(&self) -> String

Trait Implementations

impl Clone for PyYieldMoments

fn clone(&self) -> PyYieldMoments

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PyYieldMoments

impl DerefToPyAny for PyYieldMoments

impl IntoPy<Py<PyAny>> for PyYieldMoments

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

Performs the conversion.

impl PyClass for PyYieldMoments

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyYieldMoments

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<PyYieldMoments>

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 PyYieldMoments

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

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

impl PyMethods<PyYieldMoments> for PyClassImplCollector<PyYieldMoments>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyYieldMoments

const NAME: &'static str = "YieldMoments"

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.