Struct CurveRefit 

pub struct CurveRefit {
    pub reference: NaiveDate,
    pub rungs: Vec<Rung>,
    pub tolerance: Tolerance,
    pub scheme: Interpolation,
    pub form: RefitForm,
}

The inputs a rate curve was calibrated from, less the published data a market carries: enough to solve the same ladder again — at the same quotes, or at quotes a scenario moved. The rate twin of SurvivalRefit.

Fields

reference: NaiveDate

The curve’s reference date.

rungs: Vec<Rung>

The rungs, in solve order.

tolerance: Tolerance

How hard each pillar was solved.

scheme: Interpolation

The interpolation scheme solved under.

form: RefitForm

The form solved in, and the curves it held.

Implementations

impl CurveRefit

pub fn quotes(&self) -> Vec<f64>

The rungs’ quotes, in solve order.

pub fn requoted(&self, quotes: &[f64]) -> Result<Self, CalibrationError>

The same ladder at other quotes, one per rung in solve order — every rung requoted, the rest of the refit kept.

Errors

CalibrationError::Malformed when quotes does not hold one quote per rung, or a rung cannot be requoted.

pub fn solve( &self, fixings: &FixingStore, fx: &FxRates, ) -> Result<Calibrated, CalibrationError>

The ladder solved again, by the entry point its form names — calibrate, calibrate_with or calibrate_cross_currency — so a solve at the same quotes is the calibration it came from.

Errors

As the entry point.

Trait Implementations

impl Clone for CurveRefit

fn clone(&self) -> CurveRefit

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CurveRefit

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

Formats the value using the given formatter.