Struct PyCurveRecipe 

pub struct PyCurveRecipe {
    pub(crate) inner: CurveRecipe,
}

How a market would build the curves under one key: its discount pillars and, per projection index, its own pillars or none where the index telescopes onto the discount curve. Read back from MarketContext.recipe.

Fields

inner: CurveRecipe

Implementations

impl PyCurveRecipe

A recipe’s pillars as a table: kind, curve_id, tenor (empty for a dated pillar), date (empty for a tenor pillar), window_end (a step pillar’s window end, empty otherwise).

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

The currency the recipe builds for.

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

The discount segments in declaration order, as (role, template, window): a window row carries its dates, every other row an empty window.

pub(crate) fn projection_indices(&self) -> Vec<String>

The projection indices the recipe resolves, in order.

pub(crate) fn own_strip(&self, index: &str) -> Option<String>

The template of index’s own strip, or None where it telescopes onto the discount curve or the recipe does not resolve it.

pub(crate) fn telescopes(&self, index: &str) -> bool

Whether index telescopes onto the discount curve rather than calibrating a forward curve of its own.

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

The windows the recipe fixes, as (template, start, end).

pub(crate) fn discount_via(&self) -> Option<String>

The hub currency a triangulated cross discount is derived through.

pub(crate) fn is_fx_implied(&self) -> bool

Whether the discount curve is implied from FX swaps alone.

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

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

Trait Implementations

impl Clone for PyCurveRecipe

fn clone(&self) -> PyCurveRecipe

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyCurveRecipe

impl IntoPy<Py<PyAny>> for PyCurveRecipe

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

Performs the conversion.

impl PyClass for PyCurveRecipe

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyCurveRecipe

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<PyCurveRecipe>

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 PyCurveRecipe

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

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

impl PyMethods<PyCurveRecipe> for PyClassImplCollector<PyCurveRecipe>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyCurveRecipe

const NAME: &'static str = "CurveRecipe"

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.