Enum CurveView 

#[non_exhaustive]
pub enum CurveView<'a, R: Scalar> {
    Piecewise(PiecewiseView<'a, R>),
    Step(StepView<'a, R>),
    Flat(FlatView<'a, R>),
    NelsonSiegel(NelsonSiegelView<'a, R>),
    Svensson(SvenssonView<'a, R>),
    ExponentialSplines(ExponentialSplinesView<'a, R>),
    FlatSpread(FlatSpreadView<'a, R>),
    PiecewiseSpread(PiecewiseSpreadView<'a, R>),
    RepoSpread(RepoSpreadView<'a, R>),
    Shocked(ShockedView<'a, R>),
    Rebased(RebasedView<'a, R>),
    FxImplied(FxImpliedView<'a, R>),
}

A Curve lifted into one pricing mode.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Piecewise(PiecewiseView<'a, R>)

See Curve::Piecewise.

Step(StepView<'a, R>)

See Curve::Step.

Flat(FlatView<'a, R>)

See Curve::Flat.

NelsonSiegel(NelsonSiegelView<'a, R>)

See Curve::NelsonSiegel.

Svensson(SvenssonView<'a, R>)

See Curve::Svensson.

ExponentialSplines(ExponentialSplinesView<'a, R>)

See Curve::ExponentialSplines.

FlatSpread(FlatSpreadView<'a, R>)

See Curve::FlatSpread.

PiecewiseSpread(PiecewiseSpreadView<'a, R>)

See Curve::PiecewiseSpread.

RepoSpread(RepoSpreadView<'a, R>)

See Curve::RepoSpread.

Shocked(ShockedView<'a, R>)

See Curve::Shocked.

Rebased(RebasedView<'a, R>)

See Curve::Rebased.

FxImplied(FxImpliedView<'a, R>)

See Curve::FxImplied.

Trait Implementations

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

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

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

Formats the value using the given formatter.

impl<R: Scalar> YieldCurve<R> for CurveView<'_, 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.