Struct FlatHazardView 

pub struct FlatHazardView<'a, R: Scalar> {
    data: &'a FlatHazard,
    hazard: R,
}

FlatHazard lifted into one pricing mode.

Fields

data: &'a FlatHazard

hazard: R

Trait Implementations

impl<'a, R: Clone + Scalar> Clone for FlatHazardView<'a, R>

fn clone(&self) -> FlatHazardView<'a, R>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a, R: Debug + Scalar> Debug for FlatHazardView<'a, R>

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

Formats the value using the given formatter.

impl<R: Scalar> SurvivalProbability<R> for FlatHazardView<'_, R>

fn reference_date(&self) -> NaiveDate

The date at which the survival probability is 1.

fn survival_probability(&self, date: NaiveDate) -> Result<R, CurveError>

The survival probability S(t) = P(τ > t).

fn log_survival(&self, date: NaiveDate) -> Result<R, CurveError>

The log survival ln S(t) = −∫h — the composition seam on the credit side. A shocked curve adds to it and exponentiates once; the families answer it from what they store rather than ln an exp.

fn survival_probability_at_ordinal(&self, ordinal: i32) -> Result<R, CurveError>

The survival probability at the proleptic-Gregorian day number ordinal — the credit side of YieldCurve::discount_at_ordinal. A family whose day count is actual days over a constant answers it by integer subtraction; the default converts back to a date.

fn log_survival_at_ordinal(&self, ordinal: i32) -> Result<R, CurveError>

The log survival at ordinal; see survival_probability_at_ordinal.

fn hazard_rate(&self, date: NaiveDate) -> Result<R, CurveError>

The instantaneous hazard rate h(t) = −d/dt ln S(t).

fn default_probability(&self, date: NaiveDate) -> Result<R, CurveError>

The default probability P(t) = 1 − S(t).

fn default_density(&self, date: NaiveDate) -> Result<R, CurveError>

The default density f(t) = h(t)·S(t).