Function hagan_west_forwards
fn hagan_west_forwards<R: Scalar>(ks: &[f64], y: &[R]) -> Vec<R>Expand description
Hagan-West knot forwards, collared for monotonicity.
The curve stores ln DF, so the discrete forward over a segment is the
negated secant slope: −(y_{i+1} − y_i)/h. The positivity collar of the
original paper is not applied — it assumes positive rates, and a
log-discount curve admits negative forwards — so what is enforced here is
the monotonicity half of monotone-convex.