Struct PySmoothedCalibration 

pub struct PySmoothedCalibration {
    pub(crate) curve: PyDiscountCurve,
    pub(crate) residuals: Vec<(NaiveDate, f64, f64)>,
    pub(crate) roughness: f64,
    pub(crate) smoothness: f64,
    pub(crate) iterations: usize,
}

A discount curve fitted globally, trading repricing error for forward smoothness; it carries no ladder because it reprices no rung exactly.

Fields

curve: PyDiscountCurve

residuals: Vec<(NaiveDate, f64, f64)>

roughness: f64

smoothness: f64

iterations: usize

Implementations

impl PySmoothedCalibration

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

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

The fitted curve.

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

One row per rung in ladder order: pillar, quote, and residual — the repriced quote less the declared one, in the quote’s units.

pub(crate) fn roughness(&self) -> f64

The sum of squared jumps in the segment forward at the interior pillars.

pub(crate) fn smoothness(&self) -> f64

The smoothness the curve was fitted at.

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

Levenberg–Marquardt iterations that proposed an accepted step.

Trait Implementations

impl DerefToPyAny for PySmoothedCalibration

impl IntoPy<Py<PyAny>> for PySmoothedCalibration

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

Performs the conversion.

impl PyClass for PySmoothedCalibration

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PySmoothedCalibration

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<PySmoothedCalibration>

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 PySmoothedCalibration

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

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

impl PyMethods<PySmoothedCalibration> for PyClassImplCollector<PySmoothedCalibration>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PySmoothedCalibration

const NAME: &'static str = "SmoothedCalibration"

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.