Struct ShockedInflation 

pub struct ShockedInflation {
    base: Box<Inflation>,
    knots: Vec<(NaiveDate, f64)>,
    label: String,
}

A base inflation curve under a named move in its zero inflation rate.

The curve projects an index as I(T) = I(base)·(1 + z)^t — z the curve’s annually compounded zero inflation rate, t the year fraction from its base date — and a zero-coupon inflation swap is quoted in the same z. A “breakeven +10bp” is z + 0.0010, so this reads the base’s level, recovers its z, moves it by Δ(T) and projects again:

I'(T) = I(base)·((I(T)/I(base))^(1/t) + Δ(T))^t.

The base date is the base curve’s first node — its anchor, the level it reproduces and seasonality is normalised against — and t runs on the base’s own day count. A level at or before the base date is history and does not move.

The move is stated data carrying a label, not a free parameter, as for the other families’ shocks: a shocked market lifts to the same vector as its base.

Fields

base: Box<Inflation>

knots: Vec<(NaiveDate, f64)>

(date, Δ) knots, interpolated linearly and flat beyond either end — one knot for a parallel move.

label: String

Implementations

impl ShockedInflation

pub fn parallel(base: Inflation, shift: f64, label: impl Into<String>) -> Self

base with its zero inflation rate moved by shift at every date, reported under label.

pub fn dated( base: Inflation, knots: &[(NaiveDate, f64)], label: impl Into<String>, ) -> Result<Self, CurveError>

base with its zero inflation rate moved by Δ(T), linear between the dated knots and flat beyond them, reported under label.

Errors

CurveError::Malformed if there are no knots, or if their dates do not strictly ascend; CurveError::NonFinite for a move that is not finite.

pub fn base(&self) -> &Inflation

The unshocked curve.

pub fn label(&self) -> &str

The name a scenario report keys this perturbation by.

fn shift_at(&self, date: NaiveDate) -> f64

The move at date: linear between knots, flat beyond them.

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

This transform lifted into mode R.

pub(crate) fn view_with_slice<'a, R: Scalar>( &'a self, rest: &mut &'a [R], ) -> ShockedInflationView<'a, R>

One step of a substituted walk. Reaches the base only: the move is stated data, not a parameter.

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

One step of the seeded walk. The seed reaches the base only.

Trait Implementations

impl Clone for ShockedInflation

fn clone(&self) -> ShockedInflation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ShockedInflation

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

Formats the value using the given formatter.

impl PartialEq for ShockedInflation

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