Module discount 

The piecewise discount curve, and the evaluation trait pricers see.

Structs

PiecewiseDiscount

A discount curve stored as log discount factors at dated pillars, linear in log-space between them and at the last segment’s forward rate beyond the last.

PiecewiseView

PiecewiseDiscount lifted into one pricing mode.

UnknownIndexError

The detail behind CurveError::UnknownIndex.

Enums

CurveError

A curve query that cannot be answered.

Traits

Seedable

A forward mode that can carry a seeded unit tangent.

YieldCurve

What a pricer sees. Four methods, one mode, no AD vocabulary.

Functions

date_of_ordinal 🔒

The date at a proleptic-Gregorian day number, for the trait’s default ordinal entries. An ordinal outside chrono’s range maps to NaiveDate::MIN, which every curve then reports as a pre-reference query.

lift_seeded 🔒

Lift stored into mode R, setting a unit tangent at seed if one is given and leaving every other parameter at a zero tangent.

locate_segment 🔒

The index of the first pillar year fraction at or past tau, or fallback when tau lies beyond the last pillar — the segment locate every piecewise family shares.

require_finite 🔒

Rejects a quote that is NaN or infinite, before any bound is checked.

take_params 🔒

One step of a substituted walk over a composition’s parameters.

take_seed 🔒

One step of a seeded walk over a composition’s parameters.

year_fraction

Year fraction from reference to date on ACT/365.

year_fraction_at_ordinal 🔒

Year fraction from a reference ordinal to ordinal on ACT/365 — the integer form of year_fraction, bit-identical to it because date.num_days_from_ce() − reference.num_days_from_ce() equals (date − reference).num_days() exactly.

year_fraction_under

Year fraction from reference to date under day_count.