Struct FlatForward 

pub struct FlatForward {
    reference_date: NaiveDate,
    rate: f64,
    convention: RateConvention,
}

A curve quoting one rate under one convention.

The rate is an exogenous input, not a calibration pillar: this family has no free parameters, so it contributes no curve risk. That is a reported empty ladder rather than a refusal — the sensitivity is genuinely zero, not unknown.

Fields

reference_date: NaiveDate

rate: f64

convention: RateConvention

Implementations

impl FlatForward

pub fn new( reference_date: NaiveDate, rate: f64, convention: RateConvention, ) -> Result<Self, CurveError>

A flat curve quoting rate under convention, anchored at reference_date.

Errors

CurveError::NonFinite if the rate is NaN or infinite.

pub fn rate(&self) -> f64

The quoted rate.

pub fn parameters(&self) -> &[f64]

This family has no free parameters, so the slice is empty.

pub(crate) fn view_with_slice<R: Scalar>( &self, _rest: &mut &[R], ) -> FlatView<'_, R>

One step of a substituted walk. See take_params.

This family owns no parameters, so it consumes none and lifts plainly.

pub(crate) fn view_seeding<R: Scalar + Seedable>( &self, _seed: &mut Option<usize>, ) -> FlatView<'_, R>

One step of a seeded walk. This family owns no parameters, so it cannot carry the seed: it lifts plainly and leaves the seed for the next family in the walk.

pub fn view<R: Scalar>(&self) -> FlatView<'_, R>

This curve lifted into mode R.

Trait Implementations

impl Clone for FlatForward

fn clone(&self) -> FlatForward

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FlatForward

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

Formats the value using the given formatter.

impl PartialEq for FlatForward

fn eq(&self, other: &FlatForward) -> 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 FlatForward