Struct PyCalibration 

pub struct PyCalibration {
    pub(crate) curve: PyDiscountCurve,
    pub(crate) refusal: Option<&'static str>,
    pub(crate) solves: Vec<(usize, usize, f64)>,
    pub(crate) sweeps: usize,
    pub(crate) provenance: Option<Arc<CurveProvenance>>,
}

A calibrated curve and how it was reached.

Fields

curve: PyDiscountCurve

refusal: Option<&'static str>

Why no ladder is reported, when none is.

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

sweeps: usize

provenance: Option<Arc<CurveProvenance>>

Implementations

impl PyCalibration

pub(crate) fn from_core(out: Calibrated) -> Self

impl PyCalibration

pub(crate) fn ladder(&self) -> PyResult<&CurveProvenance>

The ladder, or the scheme’s own reason for withholding it.

impl PyCalibration

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

pub(crate) fn interpolation(&self) -> &'static str

The interpolation scheme the ladder solved under.

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

The solved curve.

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

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

pillar and iterations are counts, and arrive as floats: a column carries text, a number or a date, and widening that set for two diagnostic columns would change every producer of a table.

pub(crate) fn sweeps(&self) -> usize

How many full-curve sweeps moved a pillar after the sequential pass.

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

The ladder this curve reprices: (maturity, quote) per rung, in solve order — the same order as the curve’s pillars.

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

∂z/∂q row-major: jacobian[pillar][rung] is how far that pillar’s parameter moves per unit move in that rung’s quote.

The transform behind a par-basis risk number. A caller rarely needs it directly — Book.report flips through it — but a desk checking a hedge ratio by hand does.

pub(crate) fn jacobian_engine(&self) -> PyResult<(&'static str, Option<usize>)>

Which engine built jacobian(): ("lanes", None) for the tape-free forward passes, ("reverse", sweeps) for one reverse recording read back in sweeps vector sweeps.

Trait Implementations

impl Clone for PyCalibration

fn clone(&self) -> PyCalibration

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyCalibration

impl IntoPy<Py<PyAny>> for PyCalibration

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

Performs the conversion.

impl PyClass for PyCalibration

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCalibration

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<PyCalibration>

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 PyCalibration

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

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

impl PyMethods<PyCalibration> for PyClassImplCollector<PyCalibration>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCalibration

const NAME: &'static str = "Calibration"

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.