Struct PyCalibratedBaseCorrelation 

pub struct PyCalibratedBaseCorrelation {
    pub(crate) curve: PyBaseCorrelation,
    pub(crate) solves: Vec<(usize, usize, f64)>,
}

A base-correlation curve solved from a tranche capital structure, and how it was reached.

Fields

curve: PyBaseCorrelation

solves: Vec<(usize, usize, f64)>

Implementations

impl PyCalibratedBaseCorrelation

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

pub(crate) fn curve(&self) -> PyBaseCorrelation

The solved curve: one correlation per detachment.

pub(crate) fn solves(&self) -> PyRecords

One row per tranche in solve order: pillar (the tranche index), iterations, residual.

Trait Implementations

impl DerefToPyAny for PyCalibratedBaseCorrelation

impl IntoPy<Py<PyAny>> for PyCalibratedBaseCorrelation

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

Performs the conversion.

impl PyClass for PyCalibratedBaseCorrelation

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCalibratedBaseCorrelation

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<PyCalibratedBaseCorrelation>

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 PyCalibratedBaseCorrelation

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

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

impl PyMethods<PyCalibratedBaseCorrelation> for PyClassImplCollector<PyCalibratedBaseCorrelation>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCalibratedBaseCorrelation

const NAME: &'static str = "CalibratedBaseCorrelation"

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.