Enum Form 

enum Form<'a> {
    SelfDiscounting,
    ProjectionOver(&'a Curve),
    ProjectionUnder {
        discount: &'a Curve,
        foreign: &'a Curve,
    },
    CollateralUnder {
        pay_discount: &'a Curve,
        pay_projection: &'a Curve,
        recv_projection: Option<&'a Curve>,
        pay_index: Option<&'a str>,
        recv_index: Option<&'a str>,
    },
}

Which curve a ladder solves, and where the rest of the view comes from.

The three forms differ only in the role view_over gives the curve under solve; the loop, the sweeps, the quote check and the Jacobian are one body.

Variants

SelfDiscounting

The curve under solve discounts and projects every rung.

ProjectionOver(&'a Curve)

The curve under solve projects; the discount is fixed and passive.

ProjectionUnder

The curve under solve projects; the discount and the foreign curve a non-deliverable conversion reads are fixed and passive.

Fields

discount: &'a Curve

foreign: &'a Curve

CollateralUnder

The curve under solve is a cross-currency rung’s receive-leg collateral discount; the pay leg’s discount and both legs’ projections are fixed and passive.

Fields

pay_discount: &'a Curve

pay_projection: &'a Curve

recv_projection: Option<&'a Curve>

None for a fixed receive leg, which projects nothing.

pay_index: Option<&'a str>

The two legs’ projection indices, read off the rungs, so the view can answer each leg’s curve by the index it names.

recv_index: Option<&'a str>

Implementations

impl<'a> Form<'a>

fn owned(self) -> RefitForm

The form with its held curves owned, as a refit keeps it.

fn lift<R: Scalar>(self) -> LiftedForm<'a, R>

The form’s fixed curves lifted into mode R, passive: they contribute no derivative to a Newton step or a Jacobian column.

fn serves_one_projection(self) -> bool

Whether every projection a rung names is served by the one curve under solve — true of the single-curve forms, where a rung projecting two different indices is a shape the ladder refuses.

Trait Implementations

impl<'a> Clone for Form<'a>

fn clone(&self) -> Form<'a>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a> Copy for Form<'a>