Enum FittedForm 

#[non_exhaustive]
pub enum FittedForm {
    NelsonSiegel,
    Svensson,
    ExponentialSplines {
        basis: usize,
    },
}

Which functional shape a fit reaches for.

The three differ in what they can express and in what they cost: four parameters, six, or a basis the caller sizes. They are separate members of the curve set rather than one wrapper, so a risk row naming a parameter can say which form it belongs to.

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.

NelsonSiegel

Level, slope and one hump. Four parameters.

Svensson

Nelson-Siegel with a second hump. Six parameters, and it nests the four-parameter form.

ExponentialSplines

A normalised basis of basis decaying exponentials, basis + 1 parameters. The only form here whose fit must be checked for validity before it is returned.

Fields

basis: usize

How many basis functions to carry.

Implementations

impl FittedForm

pub fn width(self) -> usize

How many free parameters this form carries.

pub fn label(self) -> &'static str

This form’s name, for an error a caller has to act on.

fn start( self, reference: NaiveDate, mean_yield: f64, ) -> Result<Curve, CurveError>

A starting shape: the level at mean_yield, no slope or hump, and a decay in the middle of a government curve’s range.

Errors

CurveError if the start is not a well-formed curve.

fn rebuild( self, reference: NaiveDate, params: &[f64], ) -> Result<Curve, CurveError>

This form rebuilt at reference with params written into it verbatim.

The stored vector is the fit’s own — decays included, in whatever unconstrained form the family keeps them — so nothing round-trips through a natural value on the way back.

Trait Implementations

impl Clone for FittedForm

fn clone(&self) -> FittedForm

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FittedForm

impl Debug for FittedForm

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

Formats the value using the given formatter.

impl Eq for FittedForm

impl PartialEq for FittedForm

fn eq(&self, other: &FittedForm) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for FittedForm