Struct NoCurve 

pub struct NoCurve;

No projection curve at all — a leg of fixed coupons, or one whose every reset has already fixed.

Trait Implementations

impl Clone for NoCurve

fn clone(&self) -> NoCurve

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for NoCurve

impl<R: Scalar> CurveByIndex<R> for NoCurve

fn curve(&self, _index: &str) -> Option<&dyn YieldCurve<R>>

The curve a coupon naming index projects off, or None where this source holds no curve for it.

fn curve_of(&self, index: Option<&str>) -> Option<&dyn YieldCurve<R>>

curve for a coupon’s own index, which a fixed coupon does not have.

fn distinguishes_indices(&self) -> bool

Whether two different indices can be answered with two different curves. A source holding one curve for every index cannot, and a stub that interpolates between two tenors must not be valued through it: it would blend one curve with itself.

fn cms_rate( &self, _coupon: &CmsCoupon, _as_of: NaiveDate, ) -> Option<Result<R, CashflowError>>

What a CMS coupon still to fix pays as a rate — the CMS rate its swap index fixes, convexity-adjusted off the swaption smile, geared, spread and with its payoff — or None where this source cannot replicate it: a curve source holds no discount curve and no swaption vols, and the coupon is then refused by name.

fn cap_vol(&self, _currency: Currency) -> Option<&RateSmileView<'_, R>>

The cap vol surface a capped or floored coupon in currency values its options off, or None where this source holds none — a curve source is not a vol source, and a coupon’s option still to fix is then refused by name rather than valued at its forward.

fn yoy_vol(&self, _index: &str) -> Option<&InflationVolView<'_, R>>

The year-on-year optionlet vol surface a capped, floored or digital YoY inflation coupon on index values its options off, or None where this source holds none — and the option still to fix is then refused by name.

fn cpi_vol(&self, _index: &str) -> Option<&InflationVolView<'_, R>>

The zero-coupon CPI option vol surface a collared CPI notional on index values its options off, or None where this source holds none — and the option still to fix is then refused by name.

fn index_level( &self, _index: &str, _lag_months: u32, _date: NaiveDate, ) -> Result<Option<R>, CashflowError>

The level of price index index a flow on date is scaled by, under the index’s lag and interpolation, or None where this source holds no inflation for it — a curve source is not an index source, and a CPI coupon is then refused by name.

impl Debug for NoCurve

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

Formats the value using the given formatter.

impl Default for NoCurve

fn default() -> NoCurve

Returns the “default value” for a type.