Struct CalibratedDensity 

pub struct CalibratedDensity {
    pub curve: DensitySurvival,
    pub solves: Vec<PillarSolve>,
    pub provenance: Provenance,
    pub refit: Arc<SurvivalRefit>,
}

A survival curve solved in default density: one density per pillar, the node at the reference date reading the first pillar’s, one solve record per pillar, and the ladder the curve reprices.

Fields

curve: DensitySurvival

The solved curve: one density parameter per rung, the first segment flat by construction.

solves: Vec<PillarSolve>

One entry per pillar, in solve order.

provenance: Provenance

The ladder: the rungs and ∂f/∂q, density per unit quote — what a par-basis reading on the credit axis flips through. Always a ladder: survival is affine in the densities, so nothing is withheld.

refit: Arc<SurvivalRefit>

What the curve was solved from, kept so it can be solved again — in density — under another recovery with its quotes held.

Trait Implementations

impl Clone for CalibratedDensity

fn clone(&self) -> CalibratedDensity

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CalibratedDensity

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

Formats the value using the given formatter.

impl From<CalibratedDensity> for PinnedSurvival

fn from(calibrated: CalibratedDensity) -> Self

A curve calibrated in default density pinned with the ladder it reprices and the refit that solves it again in density.