Struct FxImpliedView 

pub struct FxImpliedView<'a, R: Scalar> {
    data: &'a FxImplied,
    base: Box<CurveView<'a, R>>,
    spot: R,
    anchor: OnceCell<R>,
}

FxImplied lifted into one pricing mode.

Fields

data: &'a FxImplied

base: Box<CurveView<'a, R>>

spot: R

anchor: OnceCell<R>

The base’s log discount at the anchor, evaluated once per lift on first use: constant across every query this view answers.

Implementations

impl<R: Scalar> FxImpliedView<'_, R>

pub fn spot(&self) -> &R

This mode’s FX spot.

fn ordinate(&self, i: usize) -> R

The strip ordinate at node i. Node 0 is the spot — the one active ordinate — and the rest are the passive outrights, converted on demand so that a query costs two conversions rather than a strip-length lift.

fn forward_at(&self, tau: f64) -> R

The interpolated forward outright F(τ): linear between strip nodes, flat beyond the last.

Trait Implementations

impl<'a, R: Clone + Scalar> Clone for FxImpliedView<'a, R>

fn clone(&self) -> FxImpliedView<'a, R>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a, R: Debug + Scalar> Debug for FxImpliedView<'a, R>

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

Formats the value using the given formatter.

impl<R: Scalar> YieldCurve<R> for FxImpliedView<'_, R>

fn reference_date(&self) -> NaiveDate

The date at which the discount factor is 1.

fn discount(&self, date: NaiveDate) -> Result<R, CurveError>

The discount factor to date.

fn log_discount(&self, date: NaiveDate) -> Result<R, CurveError>

The log discount factor to date.

fn discount_at_ordinal(&self, ordinal: i32) -> Result<R, CurveError>

The discount factor to the proleptic-Gregorian day number ordinal.

fn log_discount_at_ordinal(&self, ordinal: i32) -> Result<R, CurveError>

The log discount factor at ordinal; see discount_at_ordinal.

fn rate_day_count(&self) -> DayCountFraction

The day count this curve forms a rate under.

fn zero_rate(&self, date: NaiveDate) -> Result<R, CurveError>

The continuously-compounded zero rate to date.

fn forward_rate( &self, start: NaiveDate, end: NaiveDate, ) -> Result<R, CurveError>

The continuously-compounded forward rate between start and end.