Struct PyInterpolation 

pub struct PyInterpolation {
    pub(crate) inner: Interpolation,
}

The scheme a discount curve reads between its pillars, as a value that carries its parameters: one member per parameter-free scheme, and tension_spline(sigma) / clamped_cubic(left, right) for the two that take them. A string code is accepted beside it wherever a scheme is named.

Fields

inner: Interpolation

Implementations

impl PyInterpolation

pub(crate) fn member(self) -> Option<&'static str>

The member’s spelling, for a scheme a member names.

impl PyInterpolation

pub(crate) fn new(code: &str) -> PyResult<Self>

A parameter-free scheme from its code. The two schemes that carry parameters are built by tension_spline and clamped_cubic.

pub(crate) fn tension_spline(sigma: f64) -> Self

A tension spline with tension sigma.

pub(crate) fn clamped_cubic(left: f64, right: f64) -> Self

A clamped cubic with the end slopes left and right.

pub(crate) fn anchored_linear_zero(anchor: f64) -> Self

Linear in the zero rate, from the continuously compounded rate anchor at the reference date (on ACT/365 fixed time).

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

The scheme’s code, as DiscountCurve.interpolation() reads it back.

pub(crate) fn read_log_df( &self, taus: Vec<f64>, ys: Vec<f64>, tau: f64, ) -> PyResult<f64>

The log discount factor this scheme reads at tau from knots at taus (year fractions, positive and strictly increasing) with log discount factors ys, the anchor (0, 0) implicit and the forward held flat past the last knot — what a DiscountCurve under this scheme reads. Malformed knots raise ValueError naming the defect.

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

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

pub(crate) fn log_linear() -> Self

pub(crate) fn backward_flat() -> Self

pub(crate) fn forward_flat() -> Self

pub(crate) fn linear_zero() -> Self

pub(crate) fn natural_cubic() -> Self

pub(crate) fn not_a_knot_cubic() -> Self

pub(crate) fn monotone_convex() -> Self

pub(crate) fn monotone_cubic() -> Self

pub(crate) fn akima() -> Self

pub(crate) fn monotonic_natural_cubic() -> Self

pub(crate) fn kruger_zero() -> Self

pub(crate) fn kruger() -> Self

Trait Implementations

impl Clone for PyInterpolation

fn clone(&self) -> PyInterpolation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PyInterpolation

impl Debug for PyInterpolation

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl DerefToPyAny for PyInterpolation

impl IntoPy<Py<PyAny>> for PyInterpolation

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

Performs the conversion.

impl PartialEq for PyInterpolation

fn eq(&self, other: &PyInterpolation) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for PyInterpolation

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyInterpolation

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<PyInterpolation>

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 PyClassNewTextSignature<PyInterpolation> for PyClassImplCollector<PyInterpolation>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyInterpolation

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

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

impl PyMethods<PyInterpolation> for PyClassImplCollector<PyInterpolation>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyInterpolation

const NAME: &'static str = "Interpolation"

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.

impl StructuralPartialEq for PyInterpolation