Struct StepForward 

pub struct StepForward {
    inner: PiecewiseDiscount,
    knots: Vec<KnotKind>,
}

A piecewise curve whose pillars are dated by central-bank meetings and turn-of-period jumps rather than by tenor.

Evaluation is identical to PiecewiseDiscount — log-linear between pillars, which is a piecewise-constant forward, which is what makes a step curve a step curve. What differs is identity: each pillar knows whether it is a meeting, a turn, or an ordinary node, so risk read-back can key its adjoint by the event rather than by a date.

That identity lives here, on the storage, and not on the evaluation trait: the evaluation trait says only what a curve is, and how risk is labelled is a property of the lift.

Fields

inner: PiecewiseDiscount

knots: Vec<KnotKind>

One entry per free pillar, index-aligned with the inner curve’s.

Implementations

impl StepForward

pub fn from_discount_factors( reference_date: NaiveDate, knots: &[(NaiveDate, KnotKind)], discount_factors: &[f64], ) -> Result<Self, CurveError>

Builds a step curve from knotted pillar dates and their discount factors.

Errors

CurveError::Malformed if the inputs disagree in length, or if the inner curve rejects the pillars.

pub fn knot_kinds(&self) -> &[KnotKind]

What each free pillar is: a meeting, a turn, or an ordinary node.

pub fn pillar_dates(&self) -> &[NaiveDate]

The knot dates, index-aligned with knot_kinds.

A risk read-back needs both: the kind decides which key a pillar reports under, and an anonymous knot still reports its date.

pub fn interpolation(&self) -> Interpolation

The scheme the inner curve interpolates under.

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

The stored parameters — log discount factors at the knots.

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

This curve lifted into mode R.

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

One step of a substituted walk. See take_params.

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

One step of the seeded walk. See take_seed.

Trait Implementations

impl Clone for StepForward

fn clone(&self) -> StepForward

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StepForward

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

Formats the value using the given formatter.

impl PartialEq for StepForward

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