Module curves

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Discount curves: stored passively, evaluated in a mode.

A curve is three things kept apart:

Storage holds f64 parameters, dates and configuration. It carries no AD state — no tape handle, no slot, no “currently armed” flag — so it is immutable, cheap to share, and cannot be poisoned by a valuation.
A view is storage lifted into one pricing mode. It borrows the storage and owns only that mode’s parameters, so producing one costs nothing for the value-only path and one small conversion for an active mode.
YieldCurve is what a pricer sees: four methods, all returning the mode’s scalar, and nothing about tapes or adjoints.

Risk read-back is a property of the active view, not of this trait — a curve family does not implement it once per mode.

Modules§

binary: A curve read over a base and market data of its own: the FX-implied curve.
discount: The piecewise discount curve, and the evaluation trait pricers see.
family: The closed curve-family set, and its per-mode view.
fit: Fitting a parametric discount curve to a bond universe.
flat: The flat-forward leaf: one rate, every maturity.
inflation: Inflation term structures: a projected price-index level.
interp: Between-pillar interpolation, and which schemes can carry a derivative.
parametric: Parametric discount curves: a smooth shape with a handful of parameters.
spread: Spread curves: a discount factor that is a spread.
step: The step-forward leaf: pillars that carry meeting and turn identity.
survival: Credit term structures: survival probability and hazard rate.
transform: Transforms: one base curve, read differently.

closed_set 🔒: The lifts of a closed family set, dispatched from one variant list, and the set’s inherent surface over Family.