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CalibrationOptions

helixrs::calibration

Struct CalibrationOptions 

pub struct CalibrationOptions {
    pub notional: f64,
    pub scheme: Interpolation,
    pub tolerance: Tolerance,
}
Expand description

How a par curve is solved: the rung notional, the interpolation scheme and the tolerance — every knob of calibrate, gathered so the one-step verb and a caller who wants the defaults name none of them.

The default notional is one: the residual tolerance is read per unit of money, so one unit pins a par rate well past double precision.

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§notional: f64

The notional each rung’s swap is built on.

§scheme: Interpolation

The interpolation scheme the curve is solved under.

§tolerance: Tolerance

How hard the solver tries.

Trait Implementations§

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impl Clone for CalibrationOptions

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fn clone(&self) -> CalibrationOptions

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Copy for CalibrationOptions

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impl Debug for CalibrationOptions

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

Formats the value using the given formatter. Read more
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impl Default for CalibrationOptions

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fn default() -> Self

Returns the “default value” for a type. Read more

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impl<T> Any for T
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fn type_id(&self) -> TypeId

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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type Owned = T

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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.