Struct FlatSpread 

pub struct FlatSpread {
    reference_date: NaiveDate,
    spread: f64,
}

A constant continuously-compounded spread: DF(t) = exp(−s·τ).

The spread is passive — a declared spread is contract-shaped data. A spread with free pillars is PiecewiseSpread.

Fields

reference_date: NaiveDate

spread: f64

Implementations

impl FlatSpread

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

A flat spread of spread, anchored at reference_date.

Errors

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

pub fn spread(&self) -> f64

The spread, in continuously-compounded zero-rate terms.

pub fn reference_date(&self) -> NaiveDate

The date the spread is anchored at.

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

A declared spread is not a free parameter, so the slice is empty.

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

One step of a substituted walk. See take_params.

A declared spread is not a free parameter, so this consumes none.

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

One step of a seeded walk. A declared spread is not a free parameter, so this cannot carry the seed: it lifts plainly and leaves the seed for the next family in the walk.

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

This spread lifted into mode R.

Trait Implementations

impl Clone for FlatSpread

fn clone(&self) -> FlatSpread

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FlatSpread

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

Formats the value using the given formatter.

impl PartialEq for FlatSpread

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