Struct PyCalibratedSurvival 

pub struct PyCalibratedSurvival {
    pub(crate) curve: PySurvivalCurve,
    pub(crate) solves: Vec<(usize, usize, f64)>,
    pub(crate) provenance: Arc<CurveProvenance>,
}

A survival curve solved from a ladder of credit default swaps, and how it was reached.

Fields

curve: PySurvivalCurve

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

provenance: Arc<CurveProvenance>

Implementations

impl PyCalibratedSurvival

pub(crate) fn solved( curve: Survival, solves: &[PillarSolve], provenance: &Provenance, refit: &Arc<SurvivalRefit>, ) -> Self

A solved credit ladder, whichever family it solved in: the curve carries its ladder and refit into with_credit_curve.

impl PyCalibratedSurvival

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

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

The solved curve — ISDA piecewise-flat hazards, or a default density — one parameter per rung, carrying its ladder into with_credit_curve.

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

The ladder this curve reprices: pillar and quote per rung, in solve order — the same order as the curve’s parameters.

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

∂p/∂q row-major: jacobian[parameter][rung] is how far that parameter — a segment’s hazard, or a pillar’s density — moves per unit move in that rung’s quote.

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

One row per rung in solve order: pillar, iterations, residual.

Trait Implementations

impl DerefToPyAny for PyCalibratedSurvival

impl IntoPy<Py<PyAny>> for PyCalibratedSurvival

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

Performs the conversion.

impl PyClass for PyCalibratedSurvival

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCalibratedSurvival

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<PyCalibratedSurvival>

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 PyCalibratedSurvival

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

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

impl PyMethods<PyCalibratedSurvival> for PyClassImplCollector<PyCalibratedSurvival>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCalibratedSurvival

const NAME: &'static str = "CalibratedSurvival"

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.